+485.8%
RIOT vs VTRS
-48.4%
+534.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -1.5% | -2.2% | +0.7% | -0.4% |
| 30D | +5.7% | +3.3% | +2.3% | +3.9% |
| 3M | -17.9% | +2.0% | -19.9% | -19.6% |
| 6M | +45.0% | +19.9% | +25.0% | +30.9% |
| YTD | +69.5% | +35.7% | +33.7% | +43.2% |
| 1Y | +37.2% | +68.1% | -30.9% | +3.2% |
| 3Y | +111.7% | +87.1% | +24.7% | +47.3% |
| 5Y | -27.5% | +47.6% | -75.2% | -45.0% |
| All | +485.8% | -48.4% | +534.1% | +552.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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