+23.6%
VRT vs RIO
+21.8%
+1.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +10.5% | -0.9% | +11.4% | +11.4% |
| 30D | -9.3% | -9.1% | -0.2% | -2.7% |
| 3M | -29.6% | -13.7% | -15.9% | -21.7% |
| 6M | -45.4% | -24.3% | -21.0% | -32.6% |
| YTD | +24.8% | +8.9% | +15.9% | +20.7% |
| 1Y | +23.6% | +22.7% | +0.9% | +14.8% |
| All | +23.6% | +21.8% | +1.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling