-26.3%
RAVE vs VT
+221.4%
-247.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | -6.5% | +1.0% | -7.5% | -7.2% |
| 30D | -8.0% | -0.2% | -7.7% | -7.8% |
| 3M | -5.9% | +4.5% | -10.4% | -9.3% |
| 6M | +2.5% | +14.1% | -11.6% | -8.6% |
| YTD | -12.4% | +14.8% | -27.2% | -22.3% |
| 1Y | -15.2% | +21.2% | -36.4% | -28.1% |
| 3Y | +41.0% | +76.6% | -35.6% | -13.0% |
| 5Y | +133.1% | +66.6% | +66.5% | +49.8% |
| 10Y | -26.3% | +222.3% | -248.5% | -71.4% |
| All | -26.3% | +221.4% | -247.7% | -71.4% |
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