+359.2%
VT vs RL
+692.0%
-332.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -2.5% | +8.5% | -11.0% | -5.0% |
| 3M | -1.3% | +4.0% | -5.3% | -2.8% |
| 6M | +3.1% | +9.5% | -6.4% | -0.9% |
| YTD | +10.9% | +12.4% | -1.5% | +5.3% |
| 1Y | +12.1% | +26.6% | -14.5% | +2.2% |
| 3Y | +73.9% | +257.2% | -183.3% | +9.5% |
| 5Y | +58.0% | +253.6% | -195.7% | -3.2% |
| 10Y | +225.5% | +389.7% | -164.2% | +57.5% |
| All | +359.2% | +692.0% | -332.8% | +45.8% |
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