-46.9%
RLAY vs VT
+120.2%
-167.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.0% |
| 7D | +1.4% | -2.3% | +3.7% | +6.0% |
| 30D | +3.6% | -5.0% | +8.6% | +14.5% |
| 3M | -5.8% | -4.9% | -0.9% | +3.7% |
| 6M | +44.0% | -1.5% | +45.5% | +49.1% |
| YTD | +119.9% | +8.5% | +111.4% | +88.8% |
| 1Y | +184.8% | +11.4% | +173.5% | +132.3% |
| 3Y | +128.8% | +70.1% | +58.7% | -8.0% |
| 5Y | -47.6% | +53.7% | -101.4% | -74.0% |
| All | -46.9% | +120.2% | -167.2% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling