+2.6%
RWAY vs VT
+61.7%
-59.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -3.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +3.2% | -2.6% | +5.8% | +5.0% |
| 3M | +1.3% | -3.2% | +4.6% | +3.4% |
| 6M | +11.5% | +0.9% | +10.6% | +10.8% |
| YTD | -14.8% | +11.3% | -26.1% | -20.5% |
| 1Y | -20.4% | +14.0% | -34.4% | -26.9% |
| 3Y | -20.1% | +75.8% | -95.9% | -44.4% |
| 5Y | +5.4% | +57.8% | -52.4% | -25.2% |
| All | +2.6% | +61.7% | -59.2% | -25.5% |
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