+6,084.9%
RIO vs VSH
+1,248.2%
+4,836.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.8% |
| 7D | 0.0% | +4.1% | -4.1% | -1.1% |
| 30D | +4.0% | -4.2% | +8.1% | +4.7% |
| 3M | +0.1% | -50.0% | +50.1% | +17.1% |
| 6M | +12.7% | +80.2% | -67.5% | -7.9% |
| YTD | +35.6% | +121.1% | -85.5% | +4.4% |
| 1Y | +73.7% | +112.0% | -38.3% | +34.3% |
| 3Y | +93.3% | +22.5% | +70.8% | +65.6% |
| 5Y | +92.4% | +64.0% | +28.4% | +49.5% |
| 10Y | +606.9% | +170.4% | +436.6% | +361.5% |
| All | +6,084.9% | +1,248.2% | +4,836.6% | +2,603.0% |
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