+122.3%
RYN vs VT
+363.9%
-241.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.1% |
| 7D | +7.6% | -0.3% | +7.9% | +7.9% |
| 30D | +12.0% | -1.4% | +13.4% | +13.5% |
| 3M | -6.8% | -1.4% | -5.4% | -5.7% |
| 6M | +0.3% | +5.5% | -5.1% | -5.6% |
| YTD | -3.2% | +12.8% | -16.1% | -15.4% |
| 1Y | -2.6% | +15.4% | -18.1% | -16.9% |
| 3Y | -12.9% | +76.9% | -89.7% | -52.7% |
| 5Y | -29.5% | +60.4% | -89.9% | -57.8% |
| 10Y | +27.1% | +232.8% | -205.7% | -63.3% |
| All | +122.3% | +363.9% | -241.6% | -51.9% |
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 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