+377.8%
RXL vs VT
+217.6%
+160.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | +5.1% | -0.1% | +5.3% | +5.5% |
| 30D | +21.3% | -3.1% | +24.3% | +26.5% |
| 3M | +24.2% | -3.5% | +27.7% | +30.3% |
| 6M | +68.6% | +0.5% | +68.2% | +64.6% |
| YTD | +41.9% | +10.8% | +31.2% | +19.5% |
| 1Y | +56.3% | +11.9% | +44.4% | +29.6% |
| 3Y | +92.3% | +73.0% | +19.4% | -18.7% |
| 5Y | +47.6% | +58.6% | -11.0% | -27.5% |
| 10Y | +377.8% | +219.2% | +158.6% | -11.0% |
| All | +377.8% | +217.6% | +160.2% | -11.0% |
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 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