-31.6%
RVNL vs VT
+44.3%
-76.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | -3.2% |
| 7D | +12.3% | +0.4% | +11.9% | +11.6% |
| 30D | -3.3% | -2.6% | -0.7% | +6.8% |
| 3M | -29.7% | -3.2% | -26.5% | -20.3% |
| 6M | -27.8% | +0.9% | -28.8% | -24.7% |
| YTD | -68.6% | +11.3% | -79.9% | -75.6% |
| 1Y | -52.6% | +14.0% | -66.6% | -65.6% |
| All | -31.6% | +44.3% | -76.0% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling