+31.2%
VCIT vs RIO
+354.4%
-323.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +0.6% | -9.1% | +9.7% | +0.9% |
| 3M | -2.2% | -13.7% | +11.4% | -1.7% |
| 6M | -2.3% | -24.3% | +22.0% | -1.4% |
| YTD | -2.2% | +8.9% | -11.1% | -2.6% |
| 1Y | -1.4% | +22.7% | -24.0% | -2.2% |
| 3Y | +18.7% | +51.2% | -32.4% | +16.8% |
| 5Y | +3.6% | +88.1% | -84.5% | +0.9% |
| All | +31.2% | +354.4% | -323.2% | +24.3% |
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