+76.1%
RYAN vs VT
+67.1%
+9.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +26.2% | -1.7% | +27.9% | +27.1% |
| 3M | +11.5% | -2.3% | +13.8% | +12.6% |
| 6M | +51.3% | +1.5% | +49.8% | +48.8% |
| YTD | -8.0% | +12.0% | -20.0% | -15.5% |
| 1Y | -17.9% | +12.9% | -30.8% | -25.0% |
| 3Y | +9.0% | +74.9% | -65.9% | -28.5% |
| 5Y | +27.2% | +59.9% | -32.7% | -8.0% |
| All | +76.1% | +67.1% | +9.0% | +22.4% |
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