+2,545.5%
VRT vs RIO
+293.4%
+2,252.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | +2.4% | +1.0% | +1.4% | +2.0% |
| 30D | -2.7% | +4.0% | -6.7% | -4.7% |
| 3M | -9.2% | +4.5% | -13.7% | -11.6% |
| 6M | -0.5% | +17.3% | -17.8% | -8.3% |
| YTD | +62.3% | +36.2% | +26.2% | +40.0% |
| 1Y | +109.6% | +76.1% | +33.4% | +60.7% |
| 3Y | +573.1% | +102.5% | +470.5% | +376.9% |
| 5Y | +953.6% | +103.5% | +850.1% | +630.8% |
| All | +2,545.5% | +293.4% | +2,252.1% | +1,206.4% |
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