-26.7%
RIOT vs VTV
+80.6%
-107.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +0.5% |
| 7D | -1.5% | -1.1% | -0.4% | +1.6% |
| 30D | +5.7% | -1.0% | +6.7% | +8.7% |
| 3M | -17.9% | +4.6% | -22.5% | -27.7% |
| 6M | +45.0% | +13.5% | +31.5% | +4.3% |
| YTD | +69.5% | +18.5% | +51.0% | +9.9% |
| 1Y | +37.2% | +22.9% | +14.3% | -18.8% |
| 3Y | +111.7% | +67.8% | +43.9% | -40.4% |
| All | -26.7% | +80.6% | -107.3% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling