+133.0%
RIV vs VT
+267.8%
-134.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | -4.9% | +1.0% | -5.9% | -5.5% |
| 3M | -3.1% | +2.4% | -5.5% | -4.6% |
| 6M | -1.6% | +12.0% | -13.6% | -8.5% |
| YTD | +1.4% | +15.3% | -14.0% | -7.6% |
| 1Y | +2.7% | +22.6% | -19.9% | -10.0% |
| 3Y | +46.1% | +74.7% | -28.6% | +1.2% |
| 5Y | +20.4% | +66.1% | -45.8% | -14.9% |
| 10Y | +113.9% | +225.0% | -111.1% | -4.6% |
| All | +133.0% | +267.8% | -134.8% | -0.2% |
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 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