+70.7%
RIO vs VLTO
+56.1%
+14.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.1% |
| 7D | +4.4% | +2.0% | +2.4% | +4.1% |
| 30D | -8.9% | +21.8% | -30.7% | -11.4% |
| 3M | -12.7% | +20.2% | -32.9% | -15.0% |
| 6M | -16.2% | +36.3% | -52.6% | -20.3% |
| YTD | +13.4% | +18.8% | -5.4% | +10.7% |
| 1Y | +30.9% | +20.4% | +10.5% | +27.2% |
| 3Y | +60.2% | +71.9% | -11.7% | +45.5% |
| All | +70.7% | +56.1% | +14.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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