+1,740.6%
VRT vs RL
+242.4%
+1,498.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.0% |
| 7D | -21.4% | -4.2% | -17.2% | -20.0% |
| 30D | -25.8% | +4.3% | -30.1% | -27.2% |
| 3M | -33.5% | -4.6% | -28.9% | -32.4% |
| 6M | -49.0% | +1.7% | -50.8% | -50.1% |
| YTD | +12.9% | +7.3% | +5.6% | +8.0% |
| 1Y | 0.0% | +20.8% | -20.8% | -9.1% |
| 3Y | +361.8% | +247.0% | +114.8% | +182.1% |
| 5Y | +565.1% | +225.5% | +339.7% | +307.4% |
| All | +1,740.6% | +242.4% | +1,498.2% | +901.7% |
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