+583.9%
RIOT vs VST
+1,112.0%
-528.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.6% | +2.7% | +8.1% |
| 7D | +30.4% | -9.8% | +40.3% | +36.0% |
| 30D | -9.9% | -25.1% | +15.3% | +3.3% |
| 3M | -21.2% | -11.6% | -9.6% | -17.2% |
| 6M | -29.5% | -20.9% | -8.6% | -21.4% |
| YTD | +31.9% | -22.3% | +54.2% | +46.1% |
| 1Y | -3.6% | -32.0% | +28.4% | +13.6% |
| 3Y | +51.8% | +262.4% | -210.6% | -27.2% |
| 5Y | -46.9% | +563.4% | -610.3% | -81.1% |
| All | +583.9% | +1,112.0% | -528.2% | +87.6% |
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