-34.9%
VST vs RIO
+29.3%
-64.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -14.8% |
| 7D | -15.7% | -1.6% | -14.1% | -15.3% |
| 30D | -17.0% | -11.6% | -5.4% | -13.7% |
| 3M | -15.9% | -12.7% | -3.2% | -12.3% |
| 6M | -25.0% | -12.4% | -12.6% | -22.0% |
| YTD | -25.1% | +11.0% | -36.1% | -24.7% |
| 1Y | -34.9% | +30.8% | -65.7% | -36.3% |
| All | -34.9% | +29.3% | -64.2% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling