+78.5%
RYAAY vs VT
+221.4%
-142.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | +1.0% | +1.0% | 0.0% | 0.0% |
| 30D | -9.7% | -0.2% | -9.4% | -9.4% |
| 3M | -3.5% | +4.5% | -8.0% | -7.7% |
| 6M | -14.5% | +14.1% | -28.5% | -25.0% |
| YTD | -24.2% | +14.8% | -38.9% | -34.0% |
| 1Y | -7.7% | +21.2% | -28.9% | -24.1% |
| 3Y | +47.8% | +76.6% | -28.8% | -18.5% |
| 5Y | +32.6% | +66.6% | -34.0% | -21.9% |
| 10Y | +78.5% | +222.3% | -143.7% | -46.0% |
| All | +78.5% | +221.4% | -142.9% | -46.0% |
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