+738.3%
VTV vs RL
+1,625.0%
-886.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.3% | +2.4% | -0.1% | +1.6% |
| 30D | +3.8% | +4.6% | -0.8% | +2.3% |
| 3M | +1.7% | -1.1% | +2.8% | +1.7% |
| 6M | +10.9% | +16.5% | -5.6% | +4.9% |
| YTD | +21.7% | +11.4% | +10.3% | +15.9% |
| 1Y | +23.4% | +16.1% | +7.3% | +15.9% |
| 3Y | +78.0% | +252.6% | -174.6% | +14.8% |
| 5Y | +77.4% | +244.9% | -167.5% | +11.3% |
| 10Y | +230.4% | +342.4% | -112.0% | +72.4% |
| All | +738.3% | +1,625.0% | -886.7% | +148.8% |
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