+1,024.4%
VRT vs RIO
+97.3%
+927.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | +13.6% | +1.9% | +11.7% | +12.4% |
| 30D | +6.8% | +5.0% | +1.8% | +3.7% |
| 3M | -3.2% | +5.1% | -8.4% | -6.4% |
| 6M | +20.3% | +17.6% | +2.7% | +9.5% |
| YTD | +79.6% | +36.3% | +43.3% | +51.8% |
| 1Y | +139.0% | +71.2% | +67.8% | +79.6% |
| 3Y | +644.6% | +102.7% | +541.9% | +401.7% |
| 5Y | +1,024.4% | +99.6% | +924.8% | +650.9% |
| All | +1,024.4% | +97.3% | +927.1% | +650.9% |
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