-55.1%
RDYY vs VT
+17.0%
-72.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.5% |
| 7D | +3.3% | -0.1% | +3.5% | +3.6% |
| 30D | -36.2% | -3.1% | -33.1% | -32.5% |
| 3M | -33.4% | -3.5% | -29.9% | -29.1% |
| 6M | -33.1% | +0.5% | -33.5% | -32.4% |
| YTD | -52.0% | +10.8% | -62.8% | -58.9% |
| 1Y | -47.8% | +11.9% | -59.7% | -56.3% |
| All | -55.1% | +17.0% | -72.1% | -64.6% |
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