+30.6%
VCIT vs RIO
+392.9%
-362.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | +0.7% | +4.4% | -3.7% | +0.6% |
| 30D | +1.8% | -8.9% | +10.7% | +2.1% |
| 3M | -1.6% | -12.7% | +11.1% | -1.1% |
| 6M | -2.1% | -16.2% | +14.1% | -1.5% |
| YTD | -1.6% | +13.4% | -15.0% | -2.1% |
| 1Y | -0.8% | +30.9% | -31.7% | -1.8% |
| 3Y | +19.9% | +60.2% | -40.2% | +17.7% |
| 5Y | +3.3% | +98.9% | -95.6% | +0.4% |
| 10Y | +30.6% | +381.4% | -350.8% | +23.7% |
| All | +30.6% | +392.9% | -362.3% | +23.7% |
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