-68.5%
RLX vs VT
+57.0%
-125.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -3.1% | +2.4% | -5.5% | -5.8% |
| 30D | -8.8% | -1.5% | -7.3% | -7.5% |
| 3M | -22.0% | -4.1% | -17.9% | -18.4% |
| 6M | -28.1% | +0.6% | -28.7% | -29.5% |
| YTD | -33.0% | +11.0% | -44.1% | -42.2% |
| 1Y | -33.0% | +13.3% | -46.4% | -43.8% |
| 3Y | -16.2% | +73.4% | -89.6% | -65.1% |
| All | -68.5% | +57.0% | -125.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling