+347.6%
RIO vs VFC
-50.3%
+397.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | +0.1% | -1.4% | +1.6% | +0.5% |
| 30D | -10.5% | +24.6% | -35.2% | -14.8% |
| 3M | -15.9% | +38.4% | -54.4% | -21.9% |
| 6M | -22.3% | +15.3% | -37.6% | -25.6% |
| YTD | +9.3% | +12.7% | -3.4% | +4.7% |
| 1Y | +23.0% | +32.7% | -9.6% | +13.3% |
| 3Y | +52.1% | +43.7% | +8.4% | +21.3% |
| 5Y | +88.9% | -69.2% | +158.0% | +148.7% |
| All | +347.6% | -50.3% | +397.9% | +380.4% |
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