-100.0%
RVSN vs VT
+61.9%
-161.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +5.8% |
| 7D | +1.1% | -2.3% | +3.4% | +4.1% |
| 30D | -21.2% | -5.0% | -16.3% | -16.1% |
| 3M | -36.7% | -4.9% | -31.8% | -32.6% |
| 6M | -58.9% | -1.5% | -57.3% | -57.9% |
| YTD | -99.0% | +8.5% | -107.5% | -99.0% |
| 1Y | -99.2% | +11.4% | -110.6% | -99.2% |
| 3Y | -99.9% | +70.1% | -170.0% | -99.9% |
| All | -100.0% | +61.9% | -161.8% | -100.0% |
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