+619.6%
RIOT vs VFC
-48.6%
+668.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -5.0% | -3.5% |
| 7D | +4.8% | +1.6% | +3.2% | +3.9% |
| 30D | +16.0% | +25.5% | -9.5% | +2.3% |
| 3M | -8.8% | +41.3% | -50.1% | -25.5% |
| 6M | -29.7% | +22.2% | -51.9% | -38.4% |
| YTD | +38.3% | +16.4% | +21.9% | +24.1% |
| 1Y | +26.2% | +38.4% | -12.2% | +2.1% |
| 3Y | +79.0% | +56.2% | +22.7% | +8.7% |
| 5Y | -60.4% | -68.2% | +7.8% | -27.3% |
| All | +619.6% | -48.6% | +668.3% | +951.4% |
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