+73.7%
VTI vs RL
+233.3%
-159.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.6% | -17.5% | +15.9% | +4.0% |
| 3M | +3.6% | -14.0% | +17.6% | +7.8% |
| 6M | +13.0% | -2.0% | +15.0% | +12.3% |
| YTD | +12.7% | -4.6% | +17.3% | +12.6% |
| 1Y | +18.4% | +9.5% | +8.9% | +12.9% |
| 3Y | +76.4% | +200.5% | -124.0% | +17.9% |
| 5Y | +73.7% | +226.3% | -152.6% | +7.9% |
| All | +73.7% | +233.3% | -159.6% | +7.9% |
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