+23.4%
RYAN vs VT
+66.2%
-42.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -6.6% | +1.0% | -7.6% | -7.1% |
| 3M | +32.2% | +2.4% | +29.8% | +29.9% |
| 6M | +6.9% | +12.0% | -5.1% | -0.9% |
| YTD | -18.0% | +15.3% | -33.3% | -25.6% |
| 1Y | -22.8% | +22.6% | -45.4% | -33.0% |
| 3Y | -11.9% | +74.7% | -86.5% | -41.6% |
| All | +23.4% | +66.2% | -42.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling