-26.7%
RIOT vs VIG
+63.0%
-89.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +0.4% |
| 7D | -1.5% | -1.1% | -0.4% | +1.6% |
| 30D | +5.7% | -2.7% | +8.4% | +14.2% |
| 3M | -17.9% | +2.5% | -20.4% | -24.0% |
| 6M | +45.0% | +9.2% | +35.7% | +14.3% |
| YTD | +69.5% | +9.8% | +59.6% | +33.7% |
| 1Y | +37.2% | +12.4% | +24.8% | +3.0% |
| 3Y | +111.7% | +55.9% | +55.8% | -29.0% |
| All | -26.7% | +63.0% | -89.7% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling