-37.2%
RYM vs VT
+5.0%
-42.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +2.9% |
| 7D | +6.8% | -0.3% | +7.1% | +7.6% |
| 30D | -7.3% | -1.4% | -5.9% | -3.9% |
| 3M | -30.8% | -1.4% | -29.4% | -28.2% |
| 6M | -37.2% | +5.5% | -42.6% | -47.1% |
| All | -37.2% | +5.0% | -42.1% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling