-0.8%
RLJ vs VT
+215.5%
-216.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -2.3% | +1.8% | +2.7% |
| 30D | +12.7% | -5.0% | +17.6% | +21.2% |
| 3M | +6.6% | -4.9% | +11.5% | +14.2% |
| 6M | +46.6% | -1.5% | +48.2% | +48.2% |
| YTD | +76.3% | +8.5% | +67.9% | +53.2% |
| 1Y | +95.3% | +11.4% | +83.9% | +62.8% |
| 3Y | +47.7% | +70.1% | -22.4% | -36.5% |
| 5Y | +0.9% | +53.7% | -52.8% | -48.1% |
| All | -0.8% | +215.5% | -216.3% | -76.2% |
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