-37.9%
RYM vs VT
+75.0%
-112.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.9% |
| 7D | +13.4% | +0.4% | +12.9% | +12.9% |
| 30D | +5.0% | +1.0% | +4.1% | +4.0% |
| 3M | +6.2% | +2.4% | +3.9% | +3.6% |
| 6M | +50.4% | +12.0% | +38.4% | +32.5% |
| YTD | +23.0% | +15.3% | +7.7% | +5.8% |
| 1Y | -23.1% | +22.6% | -45.6% | -38.3% |
| All | -37.9% | +75.0% | -112.9% | -73.3% |
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