+82.3%
RIO vs VSXY
+37.5%
+44.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.9% | -18.7% | +19.6% | +2.6% |
| 3M | -1.4% | -4.0% | +2.5% | -1.4% |
| 6M | +10.9% | +67.5% | -56.5% | +4.9% |
| YTD | +31.2% | +39.7% | -8.4% | +25.5% |
| 1Y | +67.9% | +180.0% | -112.1% | +50.5% |
| 3Y | +88.8% | +337.3% | -248.5% | +54.1% |
| 5Y | +93.1% | +22.7% | +70.4% | +77.1% |
| All | +82.3% | +37.5% | +44.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling