+584.5%
RIO vs VIG
+250.0%
+334.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -3.2% | -1.1% | -2.1% | -2.2% |
| 30D | +0.9% | -2.7% | +3.7% | +3.7% |
| 3M | -1.4% | +2.5% | -4.0% | -3.9% |
| 6M | +10.9% | +9.2% | +1.7% | +2.0% |
| YTD | +31.2% | +9.8% | +21.4% | +20.1% |
| 1Y | +67.9% | +12.4% | +55.5% | +50.3% |
| 3Y | +88.8% | +55.9% | +32.9% | +21.6% |
| 5Y | +93.1% | +63.9% | +29.2% | +17.0% |
| All | +584.5% | +250.0% | +334.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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