-100.0%
RAYA vs VT
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +0.2% | -14.3% | -14.2% |
| 7D | -19.6% | -2.3% | -17.3% | -18.8% |
| 30D | -54.3% | -5.0% | -49.3% | -53.2% |
| 3M | -65.6% | -4.9% | -60.7% | -64.8% |
| 6M | -81.7% | -1.5% | -80.1% | -81.5% |
| YTD | -97.8% | +8.5% | -106.3% | -97.9% |
| 1Y | -97.8% | +11.4% | -109.2% | -97.9% |
| 3Y | -100.0% | +70.1% | -170.0% | -100.0% |
| All | -100.0% | +81.8% | -181.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling