+172.5%
VEA vs RIO
+396.3%
-223.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +1.9% | +1.9% | -0.1% | +1.2% |
| 30D | +0.8% | +5.0% | -4.2% | -1.1% |
| 3M | +5.7% | +5.1% | +0.6% | +3.6% |
| 6M | +13.3% | +17.6% | -4.3% | +6.5% |
| YTD | +18.4% | +36.3% | -17.9% | +5.3% |
| 1Y | +27.0% | +71.2% | -44.2% | +3.9% |
| 3Y | +79.3% | +102.7% | -23.4% | +36.5% |
| 5Y | +62.1% | +99.6% | -37.4% | +20.9% |
| 10Y | +160.3% | +603.1% | -442.8% | +18.2% |
| All | +172.5% | +396.3% | -223.8% | +6.2% |
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