+2,010.2%
VRT vs RIO
+215.8%
+1,794.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.5% |
| 7D | +18.6% | +0.1% | +18.5% | +18.7% |
| 30D | -11.7% | -10.5% | -1.1% | -6.6% |
| 3M | -27.3% | -15.9% | -11.4% | -20.9% |
| 6M | -42.9% | -22.3% | -20.6% | -35.6% |
| YTD | +29.5% | +9.3% | +20.2% | +24.6% |
| 1Y | +21.0% | +23.0% | -2.0% | +10.2% |
| 3Y | +403.1% | +52.1% | +351.1% | +309.6% |
| 5Y | +688.8% | +88.9% | +600.0% | +478.4% |
| All | +2,010.2% | +215.8% | +1,794.4% | +1,062.3% |
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