+289.6%
VTI vs RL
+337.1%
-47.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +1.8% |
| 30D | -1.5% | +2.9% | -4.5% | -2.4% |
| 3M | -3.2% | 0.0% | -3.2% | -3.4% |
| 6M | +2.3% | +17.1% | -14.8% | -2.9% |
| YTD | +11.6% | +10.1% | +1.5% | +7.2% |
| 1Y | +13.8% | +17.3% | -3.5% | +7.3% |
| 3Y | +77.4% | +249.3% | -171.9% | +20.7% |
| 5Y | +64.6% | +240.9% | -176.3% | +9.7% |
| All | +289.6% | +337.1% | -47.5% | +134.4% |
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