+512.4%
RYAAY vs VT
+374.2%
+138.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.8% |
| 30D | -9.5% | +1.0% | -10.5% | -10.3% |
| 3M | -2.8% | +2.4% | -5.2% | -4.8% |
| 6M | -15.0% | +12.0% | -27.0% | -23.0% |
| YTD | -22.8% | +15.3% | -38.1% | -32.0% |
| 1Y | -6.7% | +22.6% | -29.3% | -22.4% |
| 3Y | +47.4% | +74.7% | -27.3% | -11.6% |
| 5Y | +33.7% | +66.1% | -32.5% | -15.2% |
| 10Y | +92.7% | +225.0% | -132.3% | -31.8% |
| All | +512.4% | +374.2% | +138.2% | +88.9% |
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 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