Stock and ETF performance explorer

VG vs RL

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	RL	Excess	Alpha
1D	-4.0%	-7.3%	+3.3%	N/A
7D	-22.0%	-4.7%	-17.3%	N/A
All	-22.0%	-3.0%	-19.0%	N/A

Daily percentage return beside RL.

Portfolio return minus RL return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.