-44.0%
RYAM vs VT
+214.8%
-258.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.2% | -2.6% |
| 7D | -3.0% | -4.2% | +1.2% | +4.2% |
| 30D | -4.4% | -5.8% | +1.4% | +5.6% |
| 3M | -32.9% | -5.2% | -27.6% | -26.6% |
| 6M | -30.1% | +0.1% | -30.3% | -30.1% |
| YTD | +10.2% | +8.2% | +2.0% | -1.7% |
| 1Y | +9.1% | +10.1% | -1.0% | -5.3% |
| 3Y | +122.3% | +69.7% | +52.6% | -0.6% |
| 5Y | -3.6% | +53.4% | -56.9% | -47.8% |
| All | -44.0% | +214.8% | -258.8% | -86.8% |
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