+103.1%
RLY vs VT
+368.7%
-265.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.8% |
| 30D | +5.0% | +1.0% | +4.0% | +4.4% |
| 3M | +3.9% | +2.4% | +1.5% | +2.2% |
| 6M | +6.9% | +12.0% | -5.1% | -0.8% |
| YTD | +21.5% | +15.3% | +6.2% | +10.6% |
| 1Y | +29.5% | +22.6% | +7.0% | +13.4% |
| 3Y | +51.5% | +74.7% | -23.2% | +5.1% |
| 5Y | +71.6% | +66.1% | +5.5% | +21.8% |
| 10Y | +130.1% | +225.0% | -94.9% | +4.7% |
| All | +103.1% | +368.7% | -265.6% | -27.0% |
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