-43.6%
RILY vs VT
+223.7%
-267.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.5% |
| 7D | -0.3% | +0.4% | -0.6% | -1.0% |
| 30D | -24.9% | -2.6% | -22.3% | -21.9% |
| 3M | -46.5% | -3.2% | -43.3% | -43.8% |
| 6M | -53.1% | +0.9% | -54.0% | -53.4% |
| YTD | -17.8% | +11.3% | -29.1% | -27.9% |
| 1Y | -28.2% | +14.0% | -42.2% | -39.1% |
| 3Y | -86.1% | +75.8% | -161.9% | -93.5% |
| 5Y | -93.6% | +57.8% | -151.4% | -96.4% |
| 10Y | -43.6% | +219.8% | -263.4% | -80.5% |
| All | -43.6% | +223.7% | -267.3% | -80.5% |
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 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