-43.7%
RLAY vs VT
+66.2%
-109.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +0.5% |
| 30D | -3.3% | +1.0% | -4.3% | -5.2% |
| 3M | +30.9% | +2.4% | +28.6% | +24.9% |
| 6M | +87.6% | +12.0% | +75.6% | +49.5% |
| YTD | +125.1% | +15.3% | +109.7% | +68.5% |
| 1Y | +376.0% | +22.6% | +353.4% | +214.8% |
| 3Y | +72.6% | +74.7% | -2.1% | -39.4% |
| All | -43.7% | +66.2% | -109.9% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling