+2,397.0%
VRT vs RIO
+276.9%
+2,120.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -3.6% |
| 7D | -7.7% | -3.4% | -4.3% | -6.1% |
| 30D | -12.0% | +0.6% | -12.5% | -12.3% |
| 3M | -11.7% | +2.5% | -14.2% | -13.2% |
| 6M | -8.1% | +10.8% | -18.9% | -12.8% |
| YTD | +53.2% | +30.5% | +22.8% | +35.0% |
| 1Y | +81.7% | +68.1% | +13.5% | +42.6% |
| 3Y | +535.3% | +94.0% | +441.2% | +359.9% |
| 5Y | +916.4% | +92.0% | +824.4% | +625.0% |
| All | +2,397.0% | +276.9% | +2,120.1% | +1,159.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling