+485.8%
RIOT vs VSH
+196.4%
+289.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.7% | -1.9% |
| 7D | -1.5% | +4.8% | -6.3% | -4.9% |
| 30D | +5.7% | -0.7% | +6.4% | +5.9% |
| 3M | -17.9% | -43.1% | +25.2% | +18.2% |
| 6M | +45.0% | +91.8% | -46.8% | -20.1% |
| YTD | +69.5% | +131.6% | -62.2% | -19.9% |
| 1Y | +37.2% | +118.1% | -80.9% | -32.2% |
| 3Y | +111.7% | +40.9% | +70.8% | +40.5% |
| 5Y | -27.5% | +75.8% | -103.3% | -57.7% |
| All | +485.8% | +196.4% | +289.4% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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