-10.6%
RLJ vs VT
+221.8%
-232.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | +3.2% | +2.4% | +0.8% | -0.3% |
| 30D | +13.7% | -1.5% | +15.2% | +16.0% |
| 3M | +19.8% | -4.1% | +23.9% | +26.8% |
| 6M | +49.5% | +0.6% | +48.9% | +46.4% |
| YTD | +82.0% | +11.0% | +70.9% | +52.7% |
| 1Y | +84.8% | +13.3% | +71.5% | +50.1% |
| 3Y | +55.9% | +73.4% | -17.5% | -34.9% |
| 5Y | +13.1% | +57.4% | -44.3% | -43.8% |
| All | -10.6% | +221.8% | -232.3% | -80.4% |
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