-86.1%
RLYB vs VT
+64.7%
-150.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -3.6% |
| 7D | -0.6% | +0.4% | -1.0% | -1.3% |
| 30D | -8.0% | -2.6% | -5.4% | -5.5% |
| 3M | -3.1% | -3.2% | +0.1% | +0.2% |
| 6M | +8.9% | +0.9% | +8.0% | +6.2% |
| YTD | +185.3% | +11.3% | +174.0% | +143.1% |
| 1Y | +213.2% | +14.0% | +199.2% | +159.3% |
| 3Y | -35.6% | +75.8% | -111.5% | -67.3% |
| 5Y | -89.7% | +57.8% | -147.5% | -93.5% |
| All | -86.1% | +64.7% | -150.8% | -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