+34.6%
RYLD vs VT
+76.6%
-42.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | -0.6% | -1.4% | +0.9% | +0.5% |
| 3M | -2.4% | -1.4% | -1.0% | -1.5% |
| 6M | +5.7% | +5.5% | +0.3% | +1.2% |
| YTD | +11.5% | +12.8% | -1.4% | +1.1% |
| 1Y | +13.8% | +15.4% | -1.6% | +1.3% |
| All | +34.6% | +76.6% | -42.0% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling