+37.2%
RIOT vs VFC
-10.6%
+47.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.5% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | +5.7% | -9.0% | +14.6% | +9.7% |
| 3M | -17.9% | -24.2% | +6.3% | -7.2% |
| 6M | +45.0% | -18.5% | +63.5% | +59.9% |
| YTD | +69.5% | -25.9% | +95.3% | +94.1% |
| 1Y | +37.2% | -13.0% | +50.2% | +50.7% |
| All | +37.2% | -10.6% | +47.8% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling