+4,867.9%
RIO vs VSH
+1,032.2%
+3,835.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | -0.9% | +14.3% | -15.3% | -4.7% |
| 30D | -9.1% | -7.9% | -1.2% | -8.3% |
| 3M | -13.7% | -19.9% | +6.2% | -10.5% |
| 6M | -24.3% | -30.5% | +6.2% | -21.1% |
| YTD | +8.9% | +85.7% | -76.8% | -13.9% |
| 1Y | +22.7% | +98.9% | -76.3% | -4.9% |
| 3Y | +51.2% | +32.1% | +19.1% | +24.4% |
| 5Y | +88.1% | +39.7% | +48.4% | +49.7% |
| 10Y | +352.3% | +117.6% | +234.8% | +206.6% |
| All | +4,867.9% | +1,032.2% | +3,835.7% | +2,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling