+95.2%
RLY vs VT
+339.8%
-244.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +1.6% |
| 7D | -2.9% | -4.2% | +1.3% | -0.4% |
| 30D | -1.4% | -5.8% | +4.4% | +2.1% |
| 3M | +0.9% | -5.2% | +6.2% | +4.2% |
| 6M | -1.3% | +0.1% | -1.4% | -1.8% |
| YTD | +16.8% | +8.2% | +8.6% | +10.4% |
| 1Y | +21.9% | +10.1% | +11.8% | +13.9% |
| 3Y | +48.4% | +69.7% | -21.3% | +4.6% |
| 5Y | +58.1% | +53.4% | +4.8% | +17.8% |
| 10Y | +126.9% | +219.2% | -92.3% | +4.1% |
| All | +95.2% | +339.8% | -244.6% | -27.2% |
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