-39.3%
VG vs RL
+39.6%
-79.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +16.0% | -7.8% | +23.8% | +17.3% |
| 3M | +9.7% | -4.0% | +13.7% | +9.3% |
| 6M | +29.6% | -1.9% | +31.5% | +26.4% |
| YTD | +112.0% | -0.2% | +112.2% | +103.2% |
| 1Y | +12.8% | +10.7% | +2.1% | +1.5% |
| All | -39.3% | +39.6% | -79.0% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling