-55.4%
RDYY vs VT
+17.6%
-73.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -4.8% |
| 7D | +4.4% | +2.9% | +1.5% | +0.1% |
| 30D | -34.9% | -2.5% | -32.4% | -31.7% |
| 3M | -32.2% | -3.3% | -28.9% | -28.0% |
| 6M | -32.2% | +1.5% | -33.7% | -32.5% |
| YTD | -52.3% | +11.4% | -63.6% | -59.4% |
| 1Y | -48.1% | +11.9% | -60.0% | -56.2% |
| All | -55.4% | +17.6% | -73.0% | -65.0% |
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