+228.8%
VTV vs RL
+337.1%
-108.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | +3.8% | +2.9% | +0.8% | +2.9% |
| 3M | +1.6% | 0.0% | +1.5% | +1.3% |
| 6M | +11.2% | +17.1% | -5.9% | +6.0% |
| YTD | +22.0% | +10.1% | +11.9% | +17.5% |
| 1Y | +24.9% | +17.3% | +7.6% | +18.2% |
| 3Y | +78.5% | +249.3% | -170.9% | +23.3% |
| 5Y | +77.8% | +240.9% | -163.1% | +20.1% |
| All | +228.8% | +337.1% | -108.3% | +95.1% |
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