+53.4%
VT vs RL
+232.3%
-178.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.3% | -2.0% |
| 7D | -4.2% | -4.7% | +0.5% | -2.9% |
| 30D | -5.8% | +3.6% | -9.4% | -6.8% |
| 3M | -5.2% | +0.5% | -5.8% | -5.6% |
| 6M | +0.1% | +6.6% | -6.5% | -2.5% |
| YTD | +8.2% | +8.8% | -0.6% | +4.3% |
| 1Y | +10.1% | +21.8% | -11.6% | +2.5% |
| 3Y | +69.7% | +245.8% | -176.2% | +10.4% |
| 5Y | +53.4% | +230.0% | -176.6% | -3.2% |
| All | +53.4% | +232.3% | -178.9% | -3.2% |
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 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