-100.0%
RAYA vs VT
+85.6%
-185.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | -0.5% | +19.4% | +19.0% |
| 7D | -30.8% | -0.1% | -30.7% | -31.0% |
| 30D | -59.1% | -3.1% | -56.1% | -58.6% |
| 3M | -69.7% | -3.5% | -66.2% | -69.3% |
| 6M | -82.3% | +0.5% | -82.8% | -82.4% |
| YTD | -98.2% | +10.8% | -108.9% | -98.2% |
| 1Y | -98.2% | +11.9% | -110.1% | -98.3% |
| 3Y | -100.0% | +73.0% | -172.9% | -100.0% |
| All | -100.0% | +85.6% | -185.6% | -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