-2.7%
RLJ vs VT
+223.7%
-226.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -1.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.1% |
| 30D | +14.8% | -2.6% | +17.4% | +19.1% |
| 3M | +17.2% | -3.2% | +20.5% | +22.5% |
| 6M | +47.6% | +0.9% | +46.7% | +43.9% |
| YTD | +81.0% | +11.3% | +69.7% | +51.4% |
| 1Y | +89.7% | +14.0% | +75.7% | +52.8% |
| 3Y | +57.6% | +75.8% | -18.3% | -35.5% |
| 5Y | +6.4% | +57.8% | -51.4% | -47.3% |
| 10Y | -2.7% | +219.8% | -222.5% | -77.6% |
| All | -2.7% | +223.7% | -226.4% | -77.6% |
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 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