+141.5%
RYN vs VT
+345.0%
-203.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.1% | +12.7% | +12.7% |
| 7D | +14.5% | -4.2% | +18.6% | +18.8% |
| 30D | +21.1% | -5.8% | +26.9% | +27.8% |
| 3M | +0.8% | -5.2% | +6.0% | +5.6% |
| 6M | +8.5% | +0.1% | +8.4% | +7.0% |
| YTD | +5.1% | +8.2% | -3.1% | -4.7% |
| 1Y | +4.4% | +10.1% | -5.7% | -7.2% |
| 3Y | -5.4% | +69.7% | -75.0% | -46.7% |
| 5Y | -22.7% | +53.4% | -76.1% | -51.8% |
| 10Y | +38.0% | +219.2% | -181.2% | -58.6% |
| All | +141.5% | +345.0% | -203.5% | -45.8% |
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