+137.5%
RYN vs VT
+346.0%
-208.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | +11.2% | -2.3% | +13.5% | +13.3% |
| 30D | +19.8% | -5.0% | +24.7% | +25.2% |
| 3M | +1.9% | -4.9% | +6.7% | +6.3% |
| 6M | +4.3% | -1.5% | +5.8% | +4.6% |
| YTD | +3.4% | +8.5% | -5.1% | -6.4% |
| 1Y | +1.1% | +11.4% | -10.3% | -11.1% |
| 3Y | -7.4% | +70.1% | -77.5% | -47.9% |
| 5Y | -24.0% | +53.7% | -77.7% | -52.7% |
| 10Y | +35.8% | +220.0% | -184.2% | -59.4% |
| All | +137.5% | +346.0% | -208.5% | -46.8% |
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