+367.1%
VT vs RL
+727.5%
-360.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.3% |
| 7D | -0.3% | +5.8% | -6.1% | -2.1% |
| 30D | -1.4% | +12.7% | -14.2% | -5.2% |
| 3M | -1.4% | +9.3% | -10.7% | -4.4% |
| 6M | +5.5% | +16.9% | -11.5% | -0.7% |
| YTD | +12.8% | +17.5% | -4.6% | +5.6% |
| 1Y | +15.4% | +34.6% | -19.2% | +3.2% |
| 3Y | +76.9% | +273.2% | -196.4% | +9.9% |
| 5Y | +60.4% | +265.2% | -204.8% | -2.7% |
| 10Y | +232.8% | +406.7% | -173.9% | +59.5% |
| All | +367.1% | +727.5% | -360.4% | +46.3% |
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