+619.6%
RIOT vs VST
+1,139.0%
-519.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | +4.8% | +6.6% | -1.7% | +1.6% |
| 30D | +16.0% | -12.4% | +28.4% | +22.8% |
| 3M | -8.8% | -9.0% | +0.2% | -5.5% |
| 6M | -29.7% | -6.4% | -23.2% | -27.5% |
| YTD | +38.3% | -17.2% | +55.5% | +48.5% |
| 1Y | +26.2% | -22.0% | +48.2% | +39.1% |
| 3Y | +79.0% | +296.7% | -217.7% | -18.0% |
| 5Y | -60.4% | +637.6% | -697.9% | -86.5% |
| All | +619.6% | +1,139.0% | -519.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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