+61.8%
VNQ vs RIO
+608.6%
-546.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | -2.0% | -1.4% | -0.6% | -2.0% |
| 6M | +4.3% | +10.9% | -6.6% | +0.5% |
| YTD | +9.2% | +31.2% | -22.0% | -0.2% |
| 1Y | +5.6% | +67.9% | -62.3% | -10.4% |
| 3Y | +30.8% | +88.8% | -57.9% | +6.0% |
| 5Y | +8.0% | +93.1% | -85.1% | -15.4% |
| All | +61.8% | +608.6% | -546.9% | -11.5% |
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 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