+30.8%
RIO vs VSH
+62.1%
-31.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.7% | +4.5% |
| 7D | -1.6% | -13.6% | +12.0% | +0.8% |
| 30D | -11.6% | -30.4% | +18.8% | -6.3% |
| 3M | -12.7% | -33.3% | +20.6% | -7.4% |
| 6M | -12.4% | -15.1% | +2.7% | -15.0% |
| YTD | +11.0% | +80.2% | -69.2% | -12.2% |
| 1Y | +30.8% | +63.4% | -32.5% | +5.3% |
| All | +30.8% | +62.1% | -31.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling