+90.3%
RIO vs VSH
+38.9%
+51.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -0.9% | +14.3% | -15.3% | -3.9% |
| 30D | -9.1% | -7.9% | -1.2% | -8.4% |
| 3M | -13.7% | -19.9% | +6.2% | -10.9% |
| 6M | -24.3% | -30.5% | +6.2% | -21.8% |
| YTD | +8.9% | +85.7% | -76.8% | -13.1% |
| 1Y | +22.7% | +98.9% | -76.3% | -3.9% |
| 3Y | +51.2% | +32.1% | +19.1% | +26.8% |
| All | +90.3% | +38.9% | +51.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling