+404.3%
RIO vs VCLT
+100.6%
+303.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +0.6% | -1.1% | +1.7% | +0.7% |
| 3M | +2.5% | -3.7% | +6.2% | +2.8% |
| 6M | +10.8% | -4.0% | +14.8% | +11.1% |
| YTD | +30.5% | -3.4% | +33.9% | +30.8% |
| 1Y | +68.1% | -4.1% | +72.3% | +68.6% |
| 3Y | +94.0% | +11.0% | +83.1% | +94.2% |
| 5Y | +92.0% | -17.0% | +109.0% | +85.6% |
| 10Y | +589.0% | +16.7% | +572.3% | +646.2% |
| All | +404.3% | +100.6% | +303.8% | +831.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling