+33.9%
RYN vs VT
+217.6%
-183.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +9.5% | -0.1% | +9.6% | +9.1% |
| 30D | +13.2% | -3.1% | +16.2% | +16.0% |
| 3M | +0.3% | -3.5% | +3.8% | +3.2% |
| 6M | +7.8% | +0.5% | +7.4% | +6.0% |
| YTD | +3.0% | +10.8% | -7.7% | -8.9% |
| 1Y | +0.2% | +11.9% | -11.7% | -12.5% |
| 3Y | -3.1% | +73.0% | -76.0% | -47.9% |
| 5Y | -23.2% | +58.6% | -81.8% | -54.6% |
| 10Y | +33.9% | +219.2% | -185.3% | -66.9% |
| All | +33.9% | +217.6% | -183.8% | -66.9% |
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