+66.6%
VT vs RL
+238.1%
-171.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +1.0% | -7.8% | +8.7% | +3.1% |
| 3M | +2.4% | -4.0% | +6.4% | +3.1% |
| 6M | +12.0% | -1.9% | +13.9% | +11.5% |
| YTD | +15.3% | -0.2% | +15.5% | +14.0% |
| 1Y | +22.6% | +10.7% | +11.9% | +17.3% |
| 3Y | +74.7% | +210.8% | -136.1% | +19.5% |
| All | +66.6% | +238.1% | -171.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling