+403.5%
VRT vs RIO
+58.5%
+345.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.5% | +7.7% |
| 7D | -10.6% | +4.4% | -15.0% | -13.0% |
| 30D | -17.4% | -8.9% | -8.6% | -12.6% |
| 3M | -26.4% | -12.7% | -13.7% | -20.2% |
| 6M | -41.0% | -16.2% | -24.8% | -34.6% |
| YTD | +23.8% | +13.4% | +10.4% | +16.7% |
| 1Y | +11.6% | +30.9% | -19.3% | -2.2% |
| 3Y | +403.5% | +60.2% | +343.3% | +287.5% |
| All | +403.5% | +58.5% | +345.0% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling