+409.7%
VUG vs RL
+304.3%
+105.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | -1.4% | -12.2% | +10.8% | +2.0% |
| 3M | +2.3% | -6.6% | +9.0% | +3.9% |
| 6M | +15.7% | +3.2% | +12.5% | +13.5% |
| YTD | +8.6% | -1.3% | +9.9% | +7.7% |
| 1Y | +14.1% | +13.6% | +0.5% | +8.5% |
| 3Y | +87.9% | +210.9% | -123.0% | +33.5% |
| 5Y | +76.3% | +246.9% | -170.5% | +19.3% |
| 10Y | +409.7% | +310.1% | +99.6% | +222.1% |
| All | +409.7% | +304.3% | +105.3% | +222.1% |
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