+96.1%
VCIT vs RIO
+316.7%
-220.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +1.9% | -10.1% | +12.0% | +2.0% |
| 3M | -1.4% | -14.1% | +12.7% | -1.3% |
| 6M | -2.1% | -18.9% | +16.8% | -1.9% |
| YTD | -1.6% | +9.9% | -11.5% | -1.8% |
| 1Y | -0.9% | +27.0% | -27.9% | -1.2% |
| 3Y | +20.0% | +50.1% | -30.1% | +19.4% |
| 5Y | +3.1% | +95.3% | -92.1% | +2.4% |
| 10Y | +28.7% | +425.9% | -397.2% | +28.2% |
| All | +96.1% | +316.7% | -220.6% | +96.5% |
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 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