+231.2%
RYZ vs VT
+214.8%
+16.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.1% | -12.1% | -10.1% |
| 7D | -14.3% | -4.2% | -10.1% | -8.0% |
| 30D | +0.1% | -5.8% | +5.9% | +10.1% |
| 3M | -3.1% | -5.2% | +2.1% | +5.8% |
| 6M | -3.4% | +0.1% | -3.5% | -3.4% |
| YTD | +7.1% | +8.2% | -1.1% | -4.5% |
| 1Y | +30.7% | +10.1% | +20.6% | +13.5% |
| 3Y | -0.1% | +69.7% | -69.8% | -55.3% |
| 5Y | +7.9% | +53.4% | -45.5% | -41.7% |
| All | +231.2% | +214.8% | +16.4% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling