+405.8%
RIO vs VT
+215.5%
+190.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.4% |
| 7D | +2.2% | -2.3% | +4.6% | +4.8% |
| 30D | -10.1% | -5.0% | -5.2% | -5.1% |
| 3M | -14.1% | -4.9% | -9.3% | -9.4% |
| 6M | -18.9% | -1.5% | -17.4% | -17.3% |
| YTD | +9.9% | +8.5% | +1.4% | +1.4% |
| 1Y | +27.0% | +11.4% | +15.6% | +13.9% |
| 3Y | +50.1% | +70.1% | -20.0% | -15.3% |
| 5Y | +95.3% | +53.7% | +41.5% | +22.7% |
| All | +405.8% | +215.5% | +190.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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