+51.2%
RIO vs VIG
+67.2%
-16.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +3.5% | -4.4% | -3.9% |
| 30D | -9.1% | +4.9% | -14.0% | -13.1% |
| 3M | -13.7% | +2.5% | -16.2% | -15.7% |
| 6M | -24.3% | +11.0% | -35.4% | -31.2% |
| YTD | +8.9% | +16.0% | -7.1% | -4.5% |
| 1Y | +22.7% | +17.5% | +5.1% | +6.5% |
| 3Y | +51.2% | +67.0% | -15.8% | -11.5% |
| All | +51.2% | +67.2% | -16.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling