+508.2%
RIO vs VIG
+623.5%
-115.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.6% |
| 30D | +4.0% | -1.0% | +4.9% | +5.4% |
| 3M | +0.1% | +2.8% | -2.6% | -3.8% |
| 6M | +12.7% | +8.2% | +4.5% | +0.7% |
| YTD | +35.6% | +11.0% | +24.5% | +16.6% |
| 1Y | +73.7% | +16.1% | +57.5% | +39.8% |
| 3Y | +93.3% | +56.2% | +37.2% | -2.1% |
| 5Y | +92.4% | +63.0% | +29.4% | -11.9% |
| 10Y | +606.9% | +241.4% | +365.5% | -14.2% |
| All | +508.2% | +623.5% | -115.3% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling