-44.6%
VG vs RL
+54.0%
-98.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.8% |
| 7D | +14.0% | +2.6% | +11.4% | +13.7% |
| 30D | -1.0% | +2.9% | -3.9% | -1.4% |
| 3M | -2.7% | 0.0% | -2.7% | -2.6% |
| 6M | +1.5% | +17.1% | -15.6% | -2.3% |
| YTD | +93.7% | +10.1% | +83.6% | +83.6% |
| 1Y | +68.5% | +17.3% | +51.2% | +52.6% |
| All | -44.6% | +54.0% | -98.6% | -57.7% |
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