+103.5%
RIO vs VSH
+67.3%
+36.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.0% | +3.5% | -2.6% | +0.2% |
| 30D | +4.0% | -4.4% | +8.4% | +4.8% |
| 3M | +4.5% | -45.8% | +50.3% | +18.2% |
| 6M | +17.3% | +90.1% | -72.8% | -4.8% |
| YTD | +36.2% | +120.3% | -84.1% | +6.2% |
| 1Y | +76.1% | +112.2% | -36.1% | +37.7% |
| 3Y | +102.5% | +36.6% | +65.9% | +73.4% |
| 5Y | +103.5% | +67.0% | +36.5% | +58.6% |
| All | +103.5% | +67.3% | +36.3% | +58.6% |
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