+30.8%
RIO vs VCLT
-3.2%
+34.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.5% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | -11.6% | +3.9% | -15.5% | -15.5% |
| 3M | -12.7% | -1.9% | -10.8% | -10.2% |
| 6M | -12.4% | -2.6% | -9.8% | -8.8% |
| YTD | +11.0% | -3.1% | +14.1% | +14.8% |
| 1Y | +30.8% | -3.6% | +34.4% | +35.9% |
| All | +30.8% | -3.2% | +34.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling