+122.6%
RYN vs VT
+374.2%
-251.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | -7.1% | +1.0% | -8.1% | -8.0% |
| 3M | -1.5% | +2.4% | -3.9% | -4.2% |
| 6M | -6.1% | +12.0% | -18.1% | -16.9% |
| YTD | -3.1% | +15.3% | -18.4% | -16.9% |
| 1Y | -13.4% | +22.6% | -36.0% | -30.4% |
| 3Y | -12.8% | +74.7% | -87.5% | -51.8% |
| 5Y | -27.0% | +66.1% | -93.2% | -57.7% |
| 10Y | +19.7% | +225.0% | -205.3% | -64.5% |
| All | +122.6% | +374.2% | -251.6% | -52.7% |
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