-49.1%
RYAM vs VT
+215.5%
-264.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.2% | -9.3% | -9.5% |
| 7D | -10.7% | -2.3% | -8.4% | -7.0% |
| 30D | -13.1% | -5.0% | -8.2% | -5.4% |
| 3M | -35.6% | -4.9% | -30.7% | -30.0% |
| 6M | -39.9% | -1.5% | -38.4% | -38.3% |
| YTD | +0.2% | +8.5% | -8.3% | -11.0% |
| 1Y | -1.8% | +11.4% | -13.2% | -16.3% |
| 3Y | +98.7% | +70.1% | +28.6% | -11.6% |
| 5Y | -12.3% | +53.7% | -66.1% | -52.7% |
| All | -49.1% | +215.5% | -264.6% | -88.0% |
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