-83.9%
RIVN vs VFC
-79.3%
-4.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.4% |
| 7D | +4.1% | +0.8% | +3.2% | +3.7% |
| 30D | +1.1% | -11.9% | +13.0% | +6.0% |
| 3M | -4.0% | -20.2% | +16.2% | +3.2% |
| 6M | +5.2% | -23.0% | +28.2% | +14.0% |
| YTD | -18.0% | -26.2% | +8.3% | -10.1% |
| 1Y | +15.6% | -13.3% | +28.9% | +17.2% |
| 3Y | -30.0% | -25.5% | -4.5% | -37.4% |
| All | -83.9% | -79.3% | -4.7% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling