-14.2%
RAVE vs VT
+346.0%
-360.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.4% | -2.3% | +3.8% | +2.7% |
| 30D | -8.6% | -5.0% | -3.7% | -6.1% |
| 3M | -32.3% | -4.9% | -27.4% | -30.5% |
| 6M | -20.6% | -1.5% | -19.1% | -20.1% |
| YTD | -35.8% | +8.5% | -44.2% | -38.7% |
| 1Y | -25.1% | +11.4% | -36.5% | -29.5% |
| 3Y | -9.8% | +70.1% | -79.9% | -31.8% |
| 5Y | +65.6% | +53.7% | +11.9% | +31.0% |
| 10Y | -24.3% | +220.0% | -244.2% | -56.0% |
| All | -14.2% | +346.0% | -360.2% | -53.5% |
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