+805.4%
RIOT vs VFC
-70.5%
+875.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +1.8% |
| 7D | +14.8% | -1.6% | +16.4% | +15.9% |
| 30D | +1.4% | -11.6% | +13.0% | +7.8% |
| 3M | -20.6% | -18.1% | -2.5% | -12.6% |
| 6M | +31.9% | -27.4% | +59.2% | +55.4% |
| YTD | +72.1% | -24.8% | +96.9% | +97.5% |
| 1Y | +65.7% | -8.2% | +73.9% | +65.9% |
| 3Y | +97.5% | -29.1% | +126.6% | +87.4% |
| 5Y | -36.7% | -79.2% | +42.5% | +45.1% |
| 10Y | +550.1% | -68.1% | +618.3% | +1,038.6% |
| All | +805.4% | -70.5% | +875.9% | +1,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling