+143.6%
RIO vs VT
+345.0%
-201.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +4.2% |
| 7D | -0.1% | -4.2% | +4.1% | +6.0% |
| 30D | -13.3% | -5.8% | -7.5% | -5.7% |
| 3M | -16.3% | -5.2% | -11.0% | -9.7% |
| 6M | -15.4% | +0.1% | -15.6% | -15.5% |
| YTD | +9.2% | +8.2% | +0.9% | -2.1% |
| 1Y | +26.5% | +10.1% | +16.4% | +10.5% |
| 3Y | +49.9% | +69.7% | -19.8% | -31.3% |
| 5Y | +93.9% | +53.4% | +40.6% | +0.6% |
| 10Y | +422.3% | +219.2% | +203.1% | -16.7% |
| All | +143.6% | +345.0% | -201.4% | -74.6% |
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