-43.7%
RLAY vs VT
+127.5%
-171.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -3.3% |
| 7D | +9.4% | -0.7% | +10.1% | +11.1% |
| 30D | +9.7% | -1.7% | +11.4% | +14.0% |
| 3M | -1.4% | -2.3% | +1.0% | +3.6% |
| 6M | +53.5% | +1.5% | +51.9% | +50.2% |
| YTD | +133.1% | +12.0% | +121.1% | +88.7% |
| 1Y | +213.5% | +12.9% | +200.6% | +150.2% |
| 3Y | +157.4% | +74.9% | +82.5% | -1.7% |
| 5Y | -44.8% | +59.9% | -104.7% | -74.4% |
| All | -43.7% | +127.5% | -171.2% | -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