+3.0%
RWAY vs VT
+61.0%
-57.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | +2.6% | -0.1% | +2.8% | +2.8% |
| 30D | +3.7% | -3.1% | +6.7% | +5.8% |
| 3M | +5.0% | -3.5% | +8.5% | +7.4% |
| 6M | +12.0% | +0.5% | +11.5% | +11.6% |
| YTD | -14.4% | +10.8% | -25.2% | -19.9% |
| 1Y | -19.4% | +11.9% | -31.3% | -25.2% |
| 3Y | -21.2% | +73.0% | -94.1% | -44.6% |
| 5Y | +6.4% | +58.6% | -52.3% | -23.6% |
| All | +3.0% | +61.0% | -57.9% | -25.0% |
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