-45.7%
RLAY vs VT
+134.2%
-179.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +0.6% |
| 30D | -3.3% | +1.0% | -4.3% | -5.1% |
| 3M | +30.9% | +2.4% | +28.6% | +25.3% |
| 6M | +87.6% | +12.0% | +75.6% | +51.7% |
| YTD | +125.1% | +15.3% | +109.7% | +71.7% |
| 1Y | +376.0% | +22.6% | +353.4% | +223.7% |
| 3Y | +72.6% | +74.7% | -2.1% | -34.4% |
| 5Y | -39.6% | +66.1% | -105.7% | -73.9% |
| All | -45.7% | +134.2% | -179.8% | -85.6% |
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