-51.5%
RLAY vs VT
+119.7%
-171.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | +2.0% |
| 7D | -12.7% | -4.2% | -8.5% | -5.3% |
| 30D | -9.3% | -5.8% | -3.5% | +1.9% |
| 3M | -13.7% | -5.2% | -8.4% | -4.2% |
| 6M | +30.8% | +0.1% | +30.6% | +30.9% |
| YTD | +100.9% | +8.2% | +92.7% | +73.3% |
| 1Y | +159.5% | +10.1% | +149.4% | +116.2% |
| 3Y | +126.1% | +69.7% | +56.4% | -8.7% |
| 5Y | -52.1% | +53.4% | -105.5% | -76.2% |
| All | -51.5% | +119.7% | -171.2% | -85.5% |
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