-94.8%
RLX vs VT
+81.2%
-175.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.3% |
| 30D | -11.6% | -3.1% | -8.5% | -8.4% |
| 3M | -23.5% | -3.5% | -20.0% | -20.4% |
| 6M | -27.1% | +0.5% | -27.6% | -28.6% |
| YTD | -34.3% | +10.8% | -45.1% | -43.8% |
| 1Y | -33.8% | +11.9% | -45.7% | -44.2% |
| 3Y | -5.8% | +73.0% | -78.7% | -62.8% |
| 5Y | -64.9% | +58.6% | -123.5% | -80.7% |
| All | -94.8% | +81.2% | -175.9% | -98.1% |
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