+12,036.0%
VRTX vs RIO
+5,857.9%
+6,178.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +12.6% | +4.0% | +8.7% | +11.5% |
| 3M | +23.6% | +0.1% | +23.5% | +23.3% |
| 6M | +14.3% | +12.7% | +1.6% | +10.2% |
| YTD | +20.5% | +35.6% | -15.1% | +10.5% |
| 1Y | +37.6% | +73.7% | -36.1% | +18.2% |
| 3Y | +55.5% | +93.3% | -37.8% | +28.4% |
| 5Y | +175.7% | +92.4% | +83.3% | +121.7% |
| 10Y | +474.2% | +606.9% | -132.8% | +214.3% |
| All | +12,036.0% | +5,857.9% | +6,178.1% | +3,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling