+1,855.0%
VRT vs RIO
+220.6%
+1,634.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.1% |
| 7D | -17.7% | +3.6% | -21.3% | -19.1% |
| 30D | -20.0% | -10.8% | -9.2% | -15.3% |
| 3M | -28.1% | -15.2% | -12.9% | -22.1% |
| 6M | -42.8% | -18.0% | -24.8% | -37.2% |
| YTD | +20.0% | +11.0% | +9.0% | +14.6% |
| 1Y | +3.5% | +26.4% | -22.8% | -7.0% |
| 3Y | +366.1% | +54.4% | +311.8% | +276.8% |
| 5Y | +632.2% | +98.1% | +534.1% | +425.9% |
| All | +1,855.0% | +220.6% | +1,634.4% | +969.0% |
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