-94.7%
RLX vs VT
+82.1%
-176.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.1% |
| 7D | -3.7% | +2.9% | -6.6% | -7.2% |
| 30D | -8.8% | -2.5% | -6.3% | -6.2% |
| 3M | -22.8% | -3.3% | -19.4% | -19.8% |
| 6M | -27.8% | +1.5% | -29.3% | -30.2% |
| YTD | -33.0% | +11.4% | -44.4% | -43.1% |
| 1Y | -34.2% | +11.9% | -46.1% | -44.6% |
| 3Y | -3.9% | +73.9% | -77.8% | -62.3% |
| 5Y | -68.4% | +57.9% | -126.2% | -82.4% |
| All | -94.7% | +82.1% | -176.8% | -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