+38.4%
RLJ vs VT
+317.8%
-279.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | +2.8% |
| 7D | -2.4% | -4.2% | +1.8% | +3.0% |
| 30D | +11.0% | -5.8% | +16.8% | +19.7% |
| 3M | +2.1% | -5.2% | +7.4% | +9.0% |
| 6M | +45.3% | +0.1% | +45.2% | +43.6% |
| YTD | +74.5% | +8.2% | +66.3% | +55.3% |
| 1Y | +93.3% | +10.1% | +83.2% | +67.9% |
| 3Y | +44.2% | +69.7% | -25.5% | -29.2% |
| 5Y | -0.1% | +53.4% | -53.5% | -42.9% |
| 10Y | -0.4% | +219.2% | -219.6% | -73.6% |
| All | +38.4% | +317.8% | -279.4% | -73.4% |
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 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