+92.0%
RIO vs VSXY
+15.5%
+76.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.9% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | +0.6% | -22.1% | +22.6% | +2.6% |
| 3M | +2.5% | -1.1% | +3.7% | +2.3% |
| 6M | +10.8% | +53.8% | -43.0% | +5.4% |
| YTD | +30.5% | +35.5% | -5.0% | +25.0% |
| 1Y | +68.1% | +186.0% | -117.9% | +50.3% |
| 3Y | +94.0% | +343.2% | -249.1% | +57.1% |
| 5Y | +92.0% | +19.0% | +73.0% | +73.8% |
| All | +92.0% | +15.5% | +76.5% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling