-100.0%
RAYA vs VT
+86.5%
-186.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.4% | +2.6% | -33.0% | -31.3% |
| 7D | -43.5% | +0.4% | -43.8% | -43.7% |
| 30D | -65.6% | -2.6% | -63.0% | -65.2% |
| 3M | -75.8% | -3.2% | -72.6% | -75.5% |
| 6M | -85.2% | +0.9% | -86.1% | -85.2% |
| YTD | -98.5% | +11.3% | -109.8% | -98.5% |
| 1Y | -98.4% | +14.0% | -112.4% | -98.5% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +86.5% | -186.5% | -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