+610.4%
RIO vs VFC
-69.9%
+680.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | +4.0% | -13.4% | +17.4% | +7.2% |
| 3M | +4.5% | -23.7% | +28.2% | +9.8% |
| 6M | +17.3% | -24.5% | +41.8% | +23.0% |
| YTD | +36.2% | -27.8% | +64.0% | +43.9% |
| 1Y | +76.1% | -13.5% | +89.6% | +77.0% |
| 3Y | +102.5% | -27.1% | +129.6% | +89.0% |
| 5Y | +103.5% | -79.0% | +182.5% | +187.9% |
| All | +610.4% | -69.9% | +680.3% | +710.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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