+127.4%
RIV vs VT
+259.8%
-132.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +0.7% | -1.4% | +2.2% | +1.6% |
| 3M | -6.7% | -1.4% | -5.3% | -5.9% |
| 6M | -5.3% | +5.5% | -10.7% | -8.5% |
| YTD | -1.1% | +12.8% | -13.9% | -8.6% |
| 1Y | +2.6% | +15.4% | -12.8% | -6.6% |
| 3Y | +51.5% | +76.9% | -25.4% | +4.0% |
| 5Y | +22.3% | +60.4% | -38.1% | -11.5% |
| 10Y | +115.1% | +232.8% | -117.7% | -4.3% |
| All | +127.4% | +259.8% | -132.5% | -1.3% |
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