+584.5%
RIO vs VTEB
+17.9%
+566.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.4% |
| 30D | +0.9% | -2.5% | +3.4% | +3.3% |
| 3M | -1.4% | -3.0% | +1.5% | +1.3% |
| 6M | +10.9% | -2.1% | +13.1% | +13.3% |
| YTD | +31.2% | -1.5% | +32.7% | +33.3% |
| 1Y | +67.9% | +0.2% | +67.7% | +68.2% |
| 3Y | +88.8% | +8.6% | +80.2% | +76.4% |
| 5Y | +93.1% | +1.2% | +91.9% | +90.7% |
| All | +584.5% | +17.9% | +566.6% | +646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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