+202.5%
RIO vs VT
+374.2%
-171.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.7% |
| 30D | +4.0% | +1.0% | +3.0% | +2.5% |
| 3M | +0.1% | +2.4% | -2.3% | -3.2% |
| 6M | +12.7% | +12.0% | +0.7% | -3.8% |
| YTD | +35.6% | +15.3% | +20.2% | +11.1% |
| 1Y | +73.7% | +22.6% | +51.1% | +30.4% |
| 3Y | +93.3% | +74.7% | +18.6% | -14.8% |
| 5Y | +92.4% | +66.1% | +26.3% | -11.0% |
| 10Y | +606.9% | +225.0% | +381.9% | +11.2% |
| All | +202.5% | +374.2% | -171.7% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling