+135.1%
VGT vs RIO
+90.3%
+44.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.4% |
| 7D | -1.0% | -3.4% | +2.3% | +0.1% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +6.6% | +2.5% | +4.1% | +5.4% |
| 6M | +31.0% | +10.8% | +20.2% | +26.1% |
| YTD | +27.2% | +30.5% | -3.2% | +15.6% |
| 1Y | +34.5% | +68.1% | -33.7% | +12.2% |
| 3Y | +123.1% | +94.0% | +29.1% | +75.4% |
| 5Y | +135.1% | +92.0% | +43.1% | +86.1% |
| All | +135.1% | +90.3% | +44.8% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling