+31.4%
VCIT vs RIO
+356.2%
-324.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.8% | -10.5% | +11.3% | +1.2% |
| 3M | -1.7% | -15.9% | +14.2% | -1.2% |
| 6M | -2.1% | -22.3% | +20.2% | -1.3% |
| YTD | -2.0% | +9.3% | -11.3% | -2.4% |
| 1Y | -1.5% | +23.0% | -24.5% | -2.3% |
| 3Y | +19.0% | +52.1% | -33.1% | +17.0% |
| 5Y | +3.8% | +88.9% | -85.1% | +1.0% |
| All | +31.4% | +356.2% | -324.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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