-81.1%
RYAM vs VT
+227.0%
-308.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.5% |
| 7D | +4.1% | -1.6% | +5.7% | +6.7% |
| 30D | -2.9% | -2.5% | -0.5% | +0.8% |
| 3M | -23.4% | -1.3% | -22.1% | -22.0% |
| 6M | -25.8% | +3.1% | -28.9% | -29.2% |
| YTD | +17.3% | +10.9% | +6.4% | +1.2% |
| 1Y | +3.1% | +12.1% | -8.9% | -12.4% |
| 3Y | +136.6% | +73.9% | +62.7% | +6.9% |
| 5Y | -2.5% | +58.0% | -60.5% | -47.7% |
| 10Y | -39.6% | +225.5% | -265.0% | -85.6% |
| All | -81.1% | +227.0% | -308.1% | -95.5% |
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