-96.2%
RILY vs VT
+346.0%
-442.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -10.1% | -2.3% | -7.8% | -8.9% |
| 30D | -26.9% | -5.0% | -21.9% | -24.6% |
| 3M | -49.7% | -4.9% | -44.8% | -48.1% |
| 6M | -59.2% | -1.5% | -57.7% | -58.6% |
| YTD | -21.8% | +8.5% | -30.3% | -24.5% |
| 1Y | -28.7% | +11.4% | -40.1% | -32.0% |
| 3Y | -87.8% | +70.1% | -157.9% | -90.6% |
| 5Y | -94.0% | +53.7% | -147.7% | -95.1% |
| 10Y | -45.8% | +220.0% | -265.7% | -62.4% |
| All | -96.2% | +346.0% | -442.2% | -97.4% |
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