+824.5%
RIOT vs VCLT
+26.2%
+798.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +25.1% | +0.3% | +24.8% | +24.8% |
| 30D | +8.5% | -0.6% | +9.0% | +9.2% |
| 3M | -13.4% | -2.2% | -11.1% | -10.9% |
| 6M | +57.1% | -2.9% | +60.0% | +63.9% |
| YTD | +75.7% | -2.1% | +77.7% | +81.5% |
| 1Y | +65.6% | -2.6% | +68.2% | +72.0% |
| 3Y | +103.3% | +12.5% | +90.8% | +83.0% |
| 5Y | -26.7% | -15.3% | -11.5% | -18.3% |
| 10Y | +527.2% | +16.6% | +510.5% | +686.6% |
| All | +824.5% | +26.2% | +798.3% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling