+77.9%
RYOJ vs VT
+23.7%
+54.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -10.4% | +0.4% | -10.9% | -10.4% |
| 30D | +2.6% | +1.0% | +1.6% | +2.5% |
| 3M | +53.6% | +2.4% | +51.2% | +54.5% |
| 6M | +129.3% | +12.0% | +117.3% | +120.6% |
| YTD | +69.2% | +15.3% | +53.8% | +66.7% |
| 1Y | +171.6% | +22.6% | +149.0% | +165.9% |
| All | +77.9% | +23.7% | +54.3% | +71.1% |
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