+584.5%
RIO vs VCLT
+17.1%
+567.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -3.2% | -1.4% | -1.9% | -2.7% |
| 30D | +0.9% | -1.2% | +2.1% | +1.4% |
| 3M | -1.4% | -4.8% | +3.3% | +0.4% |
| 6M | +10.9% | -2.6% | +13.5% | +12.2% |
| YTD | +31.2% | -3.3% | +34.6% | +33.1% |
| 1Y | +67.9% | -4.8% | +72.7% | +71.2% |
| 3Y | +88.8% | +11.5% | +77.3% | +82.1% |
| 5Y | +93.1% | -17.0% | +110.1% | +103.3% |
| All | +584.5% | +17.1% | +567.4% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling