+2,326.9%
RXL vs VT
+346.0%
+1,980.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -0.5% | -2.3% | +1.8% | +2.6% |
| 30D | +18.7% | -5.0% | +23.6% | +26.6% |
| 3M | +24.5% | -4.9% | +29.3% | +32.5% |
| 6M | +56.9% | -1.5% | +58.5% | +57.7% |
| YTD | +35.9% | +8.5% | +27.4% | +20.0% |
| 1Y | +52.2% | +11.4% | +40.8% | +29.9% |
| 3Y | +78.6% | +70.1% | +8.5% | -13.1% |
| 5Y | +41.2% | +53.7% | -12.5% | -20.4% |
| 10Y | +430.0% | +220.0% | +210.1% | +29.5% |
| All | +2,326.9% | +346.0% | +1,980.9% | +295.9% |
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