-99.9%
RYM vs VT
+92.0%
-192.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.9% |
| 7D | +13.4% | +0.4% | +12.9% | +12.7% |
| 30D | +5.0% | +1.0% | +4.1% | +3.7% |
| 3M | +6.2% | +2.4% | +3.9% | +2.8% |
| 6M | +50.4% | +12.0% | +38.4% | +27.8% |
| YTD | +23.0% | +15.3% | +7.7% | +0.8% |
| 1Y | -23.1% | +22.6% | -45.6% | -42.8% |
| 3Y | -41.1% | +74.7% | -115.7% | -75.3% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -99.9% | +92.0% | -192.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling