+612.6%
RL vs VT
+374.2%
+238.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.3% |
| 30D | -7.8% | +1.0% | -8.7% | -8.8% |
| 3M | -4.0% | +2.4% | -6.4% | -6.6% |
| 6M | -1.9% | +12.0% | -13.9% | -13.2% |
| YTD | -0.2% | +15.3% | -15.5% | -14.5% |
| 1Y | +10.7% | +22.6% | -11.9% | -11.2% |
| 3Y | +210.8% | +74.7% | +136.1% | +73.2% |
| 5Y | +238.2% | +66.1% | +172.1% | +103.6% |
| 10Y | +313.4% | +225.0% | +88.4% | +29.9% |
| All | +612.6% | +374.2% | +238.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling