+3.3%
RWAY vs VT
+67.6%
-64.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +21.4% | +1.0% | +20.5% | +20.7% |
| 3M | +9.6% | +2.4% | +7.2% | +8.0% |
| 6M | -5.1% | +12.0% | -17.1% | -11.8% |
| YTD | -14.1% | +15.3% | -29.5% | -21.7% |
| 1Y | -26.0% | +22.6% | -48.6% | -35.1% |
| 3Y | -20.1% | +74.7% | -94.7% | -44.2% |
| All | +3.3% | +67.6% | -64.2% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling