-0.2%
RVI vs VOO
+12.9%
-13.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.3% |
| 7D | -1.8% | +2.6% | -4.4% | -6.4% |
| 30D | -16.5% | -2.0% | -14.5% | -12.9% |
| 3M | -27.3% | -2.8% | -24.5% | -23.0% |
| 6M | -71.6% | +2.2% | -73.7% | -72.2% |
| All | -0.2% | +12.9% | -13.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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