+102.7%
RIO vs VFC
-25.9%
+128.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | +5.0% | -11.9% | +16.9% | +6.3% |
| 3M | +5.1% | -20.2% | +25.3% | +7.1% |
| 6M | +17.6% | -23.0% | +40.6% | +20.1% |
| YTD | +36.3% | -26.2% | +62.5% | +39.8% |
| 1Y | +71.2% | -13.3% | +84.5% | +72.3% |
| 3Y | +102.7% | -25.5% | +128.2% | +96.0% |
| All | +102.7% | -25.9% | +128.6% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling