+1,100.2%
RLI vs VT
+374.2%
+726.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | -0.4% | +1.0% | -1.4% | -1.1% |
| 3M | +24.3% | +2.4% | +21.9% | +21.4% |
| 6M | +5.0% | +12.0% | -7.0% | -4.3% |
| YTD | +2.4% | +15.3% | -12.9% | -8.9% |
| 1Y | +0.1% | +22.6% | -22.5% | -15.1% |
| 3Y | +7.3% | +74.7% | -67.4% | -30.9% |
| 5Y | +43.8% | +66.1% | -22.3% | -5.4% |
| 10Y | +157.0% | +225.0% | -68.0% | +2.2% |
| All | +1,100.2% | +374.2% | +726.0% | +292.3% |
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 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