+89.2%
RYAAY vs VT
+224.4%
-135.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -4.1% |
| 7D | +0.6% | -0.7% | +1.3% | +1.2% |
| 30D | +12.1% | -1.7% | +13.9% | +14.1% |
| 3M | +0.9% | -2.3% | +3.3% | +3.5% |
| 6M | +5.9% | +1.5% | +4.4% | +4.4% |
| YTD | -16.4% | +12.0% | -28.5% | -25.4% |
| 1Y | -6.7% | +12.9% | -19.6% | -17.3% |
| 3Y | +46.1% | +74.9% | -28.8% | -18.6% |
| 5Y | +33.5% | +59.9% | -26.4% | -18.0% |
| 10Y | +89.2% | +224.6% | -135.5% | -42.0% |
| All | +89.2% | +224.4% | -135.2% | -42.0% |
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