+485.8%
RIOT vs VFC
-69.1%
+554.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.8% |
| 30D | +5.7% | -9.0% | +14.6% | +10.6% |
| 3M | -17.9% | -24.2% | +6.3% | -5.7% |
| 6M | +45.0% | -18.5% | +63.5% | +60.3% |
| YTD | +69.5% | -25.9% | +95.3% | +96.0% |
| 1Y | +37.2% | -13.0% | +50.2% | +42.0% |
| 3Y | +111.7% | -20.3% | +132.1% | +83.7% |
| 5Y | -27.5% | -78.1% | +50.6% | +61.7% |
| All | +485.8% | -69.1% | +554.9% | +834.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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