-94.5%
RLX vs VT
+77.0%
-171.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +3.9% |
| 7D | +1.9% | -4.2% | +6.1% | +7.2% |
| 30D | -4.7% | -5.8% | +1.1% | +2.4% |
| 3M | -16.5% | -5.2% | -11.2% | -11.0% |
| 6M | -25.7% | +0.1% | -25.8% | -26.9% |
| YTD | -30.5% | +8.2% | -38.7% | -38.7% |
| 1Y | -30.2% | +10.1% | -40.3% | -40.0% |
| 3Y | -1.4% | +69.7% | -71.1% | -60.2% |
| 5Y | -62.6% | +53.4% | -115.9% | -78.4% |
| All | -94.5% | +77.0% | -171.5% | -97.9% |
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 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