-100.0%
RYM vs VT
+80.2%
-180.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | -1.5% |
| 7D | -4.6% | -4.2% | -0.5% | +2.1% |
| 30D | -18.9% | -5.8% | -13.1% | -10.5% |
| 3M | -35.0% | -5.2% | -29.7% | -28.7% |
| 6M | -41.2% | +0.1% | -41.3% | -40.3% |
| YTD | -23.9% | +8.2% | -32.1% | -30.7% |
| 1Y | -61.2% | +10.1% | -71.3% | -66.0% |
| 3Y | -33.5% | +69.7% | -103.2% | -71.2% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +80.2% | -180.2% | -100.0% |
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