-31.4%
RIVN vs VFC
-28.9%
-2.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +0.9% | -4.0% | +4.8% | +1.9% |
| 30D | -1.9% | -14.6% | +12.7% | +2.2% |
| 3M | +8.7% | -23.1% | +31.8% | +15.6% |
| 6M | -3.0% | -25.2% | +22.3% | +3.6% |
| YTD | -18.6% | -29.5% | +10.9% | -12.0% |
| 1Y | +15.4% | -14.4% | +29.8% | +17.5% |
| All | -31.4% | -28.9% | -2.6% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling