-84.1%
RIVN vs VFC
-79.2%
-4.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.8% |
| 7D | +1.8% | -1.4% | +3.2% | +2.3% |
| 30D | +0.6% | -9.0% | +9.6% | +4.1% |
| 3M | +3.2% | -24.2% | +27.3% | +13.1% |
| 6M | -3.7% | -18.5% | +14.8% | +2.1% |
| YTD | -18.7% | -25.9% | +7.2% | -11.1% |
| 1Y | +14.7% | -13.0% | +27.7% | +16.1% |
| 3Y | -31.5% | -20.3% | -11.2% | -41.6% |
| All | -84.1% | -79.2% | -4.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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