+6,084.9%
RIO vs VFC
+1,088.5%
+4,996.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | +4.0% | -11.6% | +15.6% | +7.7% |
| 3M | +0.1% | -18.1% | +18.2% | +4.8% |
| 6M | +12.7% | -27.4% | +40.1% | +21.6% |
| YTD | +35.6% | -24.8% | +60.4% | +44.3% |
| 1Y | +73.7% | -8.2% | +81.9% | +71.3% |
| 3Y | +93.3% | -29.1% | +122.4% | +76.7% |
| 5Y | +92.4% | -79.2% | +171.6% | +163.1% |
| 10Y | +606.9% | -68.1% | +675.1% | +672.3% |
| All | +6,084.9% | +1,088.5% | +4,996.4% | +2,918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling