-46.6%
VG vs RIO
+51.9%
-98.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.5% |
| 7D | +5.5% | +0.5% | +5.0% | +5.5% |
| 30D | -3.6% | -9.9% | +6.3% | -3.6% |
| 3M | -4.0% | -14.0% | +10.0% | -4.1% |
| 6M | +9.4% | -19.5% | +28.9% | +9.8% |
| YTD | +86.6% | +11.5% | +75.1% | +62.9% |
| 1Y | +69.5% | +26.9% | +42.6% | +36.7% |
| All | -46.6% | +51.9% | -98.5% | -61.7% |
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