+3.5%
RWAY vs VT
+61.8%
-58.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +8.8% | +2.9% | +5.9% | +6.8% |
| 30D | +4.1% | -2.5% | +6.6% | +5.8% |
| 3M | +3.1% | -3.3% | +6.5% | +5.3% |
| 6M | +10.5% | +1.5% | +9.0% | +9.4% |
| YTD | -14.0% | +11.4% | -25.4% | -19.8% |
| 1Y | -20.4% | +11.9% | -32.3% | -26.0% |
| 3Y | -20.8% | +73.9% | -94.7% | -44.5% |
| 5Y | +7.5% | +57.9% | -50.4% | -23.8% |
| All | +3.5% | +61.8% | -58.3% | -24.9% |
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