+230.4%
RLI vs VT
+224.4%
+6.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -1.0% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +21.3% | -1.7% | +23.1% | +22.4% |
| 3M | +7.7% | -2.3% | +10.1% | +9.0% |
| 6M | +48.8% | +1.5% | +47.3% | +45.7% |
| YTD | +12.7% | +12.0% | +0.7% | +2.1% |
| 1Y | +20.3% | +12.9% | +7.4% | +8.2% |
| 3Y | +16.0% | +74.9% | -59.0% | -27.0% |
| 5Y | +54.3% | +59.9% | -5.7% | +3.6% |
| 10Y | +230.4% | +224.6% | +5.8% | +26.4% |
| All | +230.4% | +224.4% | +6.1% | +26.4% |
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