+345.8%
RIO vs VIG
+262.6%
+83.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +3.5% | -4.4% | -4.2% |
| 30D | -9.1% | +4.9% | -14.0% | -13.4% |
| 3M | -13.7% | +2.5% | -16.2% | -15.8% |
| 6M | -24.3% | +11.0% | -35.4% | -31.7% |
| YTD | +8.9% | +16.0% | -7.1% | -5.5% |
| 1Y | +22.7% | +17.5% | +5.1% | +5.1% |
| 3Y | +51.2% | +67.0% | -15.8% | -8.8% |
| 5Y | +88.1% | +64.8% | +23.3% | +14.2% |
| All | +345.8% | +262.6% | +83.2% | +11.5% |
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