+10.6%
RLTY vs VT
+75.0%
-64.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.5% |
| 7D | +2.7% | -4.2% | +6.8% | +5.7% |
| 30D | +7.2% | -5.8% | +13.0% | +11.7% |
| 3M | -5.3% | -5.2% | -0.1% | -1.8% |
| 6M | -3.1% | +0.1% | -3.2% | -3.8% |
| YTD | +7.1% | +8.2% | -1.1% | -0.1% |
| 1Y | +6.4% | +10.1% | -3.7% | -2.1% |
| 3Y | +47.3% | +69.7% | -22.3% | -5.9% |
| All | +10.6% | +75.0% | -64.5% | -32.1% |
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