+305.6%
RYZ vs VT
+226.2%
+79.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +9.1% | -1.6% | +10.7% | +11.7% |
| 30D | +25.2% | -2.5% | +27.7% | +29.9% |
| 3M | +14.7% | -1.3% | +16.0% | +16.8% |
| 6M | +16.9% | +3.1% | +13.8% | +11.2% |
| YTD | +29.0% | +10.9% | +18.1% | +10.0% |
| 1Y | +56.2% | +12.1% | +44.1% | +31.1% |
| 3Y | +20.3% | +73.9% | -53.6% | -48.5% |
| 5Y | +30.4% | +58.0% | -27.6% | -33.1% |
| All | +305.6% | +226.2% | +79.4% | -34.0% |
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