-51.5%
RILY vs VT
+217.6%
-269.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.0% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | -28.4% | -3.1% | -25.3% | -25.0% |
| 3M | -49.7% | -3.5% | -46.2% | -46.9% |
| 6M | -55.3% | +0.5% | -55.7% | -55.3% |
| YTD | -21.6% | +10.8% | -32.4% | -30.8% |
| 1Y | -30.8% | +11.9% | -42.7% | -39.7% |
| 3Y | -84.4% | +73.0% | -157.4% | -92.5% |
| 5Y | -93.7% | +58.6% | -152.3% | -96.4% |
| 10Y | -51.5% | +219.2% | -270.7% | -84.0% |
| All | -51.5% | +217.6% | -269.1% | -84.0% |
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