-26.7%
RIOT vs VCLT
-17.2%
-9.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | -1.5% | -1.4% | -0.2% | +0.5% |
| 30D | +5.7% | -1.2% | +6.8% | +7.6% |
| 3M | -17.9% | -4.8% | -13.1% | -11.4% |
| 6M | +45.0% | -2.6% | +47.5% | +53.2% |
| YTD | +69.5% | -3.3% | +72.8% | +80.7% |
| 1Y | +37.2% | -4.8% | +42.0% | +49.4% |
| 3Y | +111.7% | +11.5% | +100.2% | +81.5% |
| All | -26.7% | -17.2% | -9.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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