-39.8%
RVLV vs VT
+150.3%
-190.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +5.9% | +6.5% |
| 7D | -4.8% | -2.0% | -2.8% | -1.6% |
| 30D | -13.9% | -1.4% | -12.5% | -12.0% |
| 3M | +0.6% | +4.7% | -4.1% | -7.4% |
| 6M | -14.7% | +11.4% | -26.1% | -29.8% |
| YTD | -32.2% | +13.1% | -45.2% | -45.7% |
| 1Y | -12.7% | +19.0% | -31.7% | -35.6% |
| 3Y | +56.8% | +73.9% | -17.1% | -36.7% |
| 5Y | -67.3% | +65.4% | -132.6% | -84.7% |
| All | -39.8% | +150.3% | -190.0% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling