+228.7%
VTV vs RL
+311.3%
-82.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | -1.0% | -14.4% | +13.4% | +2.8% |
| 3M | +4.6% | -13.6% | +18.2% | +8.1% |
| 6M | +13.5% | +0.6% | +12.9% | +12.2% |
| YTD | +18.5% | -3.6% | +22.1% | +18.1% |
| 1Y | +22.9% | +8.3% | +14.5% | +18.6% |
| 3Y | +67.8% | +204.8% | -136.9% | +20.0% |
| 5Y | +81.8% | +232.9% | -151.1% | +22.8% |
| All | +228.7% | +311.3% | -82.6% | +98.9% |
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 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