-45.5%
VRT vs RIO
-17.4%
-28.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.5% | +8.0% |
| 7D | -10.6% | +4.4% | -15.0% | -12.3% |
| 30D | -17.4% | -8.9% | -8.6% | -13.3% |
| 3M | -26.4% | -12.7% | -13.7% | -21.0% |
| All | -45.5% | -17.4% | -28.1% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling