+98.2%
RYAAY vs VT
+223.7%
-125.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.4% |
| 7D | +11.7% | +0.4% | +11.3% | +11.2% |
| 30D | +13.8% | -2.6% | +16.4% | +17.0% |
| 3M | +3.5% | -3.2% | +6.7% | +7.2% |
| 6M | +7.2% | +0.9% | +6.3% | +6.4% |
| YTD | -13.2% | +11.3% | -24.5% | -21.9% |
| 1Y | -1.8% | +14.0% | -15.8% | -13.8% |
| 3Y | +51.6% | +75.8% | -24.2% | -16.0% |
| 5Y | +33.2% | +57.8% | -24.6% | -17.0% |
| 10Y | +98.2% | +219.8% | -121.6% | -37.4% |
| All | +98.2% | +223.7% | -125.5% | -37.4% |
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