-1.8%
RAVE vs VT
+223.7%
-225.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -6.1% | -2.6% | -3.5% | -4.1% |
| 3M | -31.2% | -3.2% | -28.0% | -29.5% |
| 6M | -22.9% | +0.9% | -23.8% | -23.7% |
| YTD | -34.5% | +11.3% | -45.9% | -40.6% |
| 1Y | -24.5% | +14.0% | -38.5% | -32.9% |
| 3Y | -6.9% | +75.8% | -82.7% | -42.8% |
| 5Y | +68.8% | +57.8% | +10.9% | +13.3% |
| 10Y | -1.8% | +219.8% | -221.6% | -66.1% |
| All | -1.8% | +223.7% | -225.5% | -66.1% |
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 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