+791.7%
RIOT vs VTEB
+21.0%
+770.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.2% |
| 30D | +5.7% | -2.5% | +8.2% | +9.4% |
| 3M | -17.9% | -3.0% | -14.9% | -14.5% |
| 6M | +45.0% | -2.1% | +47.1% | +49.8% |
| YTD | +69.5% | -1.5% | +70.9% | +73.8% |
| 1Y | +37.2% | +0.2% | +37.0% | +37.7% |
| 3Y | +111.7% | +8.6% | +103.2% | +90.0% |
| 5Y | -27.5% | +1.2% | -28.7% | -29.2% |
| 10Y | +511.1% | +18.1% | +493.0% | +850.7% |
| All | +791.7% | +21.0% | +770.7% | +1,032.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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