-44.1%
VG vs RL
+55.8%
-99.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.6% | +4.8% |
| 7D | +15.1% | +2.4% | +12.7% | +14.9% |
| 30D | -4.2% | +4.6% | -8.8% | -4.7% |
| 3M | -3.1% | -1.1% | -2.0% | -2.8% |
| 6M | +0.3% | +16.5% | -16.2% | -3.1% |
| YTD | +95.5% | +11.4% | +84.1% | +85.1% |
| 1Y | +64.4% | +16.1% | +48.3% | +51.0% |
| All | -44.1% | +55.8% | -99.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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