+647.0%
VRT vs RIO
+98.5%
+548.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.5% | +7.8% |
| 7D | -10.6% | +4.4% | -15.0% | -12.9% |
| 30D | -17.4% | -8.9% | -8.6% | -12.9% |
| 3M | -26.4% | -12.7% | -13.7% | -20.5% |
| 6M | -41.0% | -16.2% | -24.8% | -35.0% |
| YTD | +23.8% | +13.4% | +10.4% | +15.8% |
| 1Y | +11.6% | +30.9% | -19.3% | -3.5% |
| 3Y | +403.5% | +60.2% | +343.3% | +282.0% |
| 5Y | +647.0% | +98.9% | +548.1% | +433.4% |
| All | +647.0% | +98.5% | +548.5% | +433.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling