+98.0%
VCIT vs RIO
+414.0%
-316.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -0.8% | +4.0% | -4.7% | -0.8% |
| 3M | -1.0% | +0.1% | -1.1% | -1.0% |
| 6M | -1.8% | +12.7% | -14.6% | -2.0% |
| YTD | -0.7% | +35.6% | -36.3% | -1.1% |
| 1Y | +1.0% | +73.7% | -72.7% | +0.3% |
| 3Y | +18.8% | +93.3% | -74.5% | +17.9% |
| 5Y | +3.5% | +92.4% | -89.0% | +2.6% |
| 10Y | +29.2% | +606.9% | -577.7% | +28.5% |
| All | +98.0% | +414.0% | -316.0% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling