-46.6%
RILY vs VT
+215.5%
-262.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -4.0% |
| 7D | -10.1% | -2.3% | -7.8% | -7.3% |
| 30D | -26.9% | -5.0% | -21.9% | -21.4% |
| 3M | -49.7% | -4.9% | -44.8% | -45.9% |
| 6M | -59.2% | -1.5% | -57.7% | -58.1% |
| YTD | -21.8% | +8.5% | -30.3% | -29.0% |
| 1Y | -28.7% | +11.4% | -40.1% | -37.5% |
| 3Y | -87.8% | +70.1% | -157.9% | -94.0% |
| 5Y | -94.0% | +53.7% | -147.7% | -96.5% |
| All | -46.6% | +215.5% | -262.1% | -80.2% |
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