-86.1%
RLYB vs VT
+64.8%
-150.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -0.3% | +2.9% | -3.1% | -3.6% |
| 30D | -6.4% | -2.5% | -3.9% | -4.0% |
| 3M | -5.7% | -3.3% | -2.3% | -2.4% |
| 6M | +11.5% | +1.5% | +10.0% | +8.0% |
| YTD | +185.2% | +11.4% | +173.8% | +142.8% |
| 1Y | +180.3% | +11.9% | +168.4% | +137.5% |
| 3Y | -31.8% | +73.9% | -105.7% | -64.9% |
| 5Y | -87.0% | +57.9% | -144.8% | -91.8% |
| All | -86.1% | +64.8% | -150.9% | -91.6% |
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