-100.0%
RAYA vs VT
+86.0%
-186.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -42.8% | +2.4% | -45.1% | -43.5% |
| 30D | -66.7% | -1.5% | -65.2% | -66.5% |
| 3M | -80.7% | -4.1% | -76.6% | -80.4% |
| 6M | -85.8% | +0.6% | -86.3% | -85.8% |
| YTD | -98.7% | +11.0% | -109.8% | -98.8% |
| 1Y | -98.8% | +13.3% | -112.1% | -98.8% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| All | -100.0% | +86.0% | -186.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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