+1,121.2%
VST vs RIO
+362.4%
+758.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -6.0% | +3.6% | -9.6% | -7.2% |
| 30D | -18.8% | -10.8% | -8.0% | -15.7% |
| 3M | -8.0% | -15.2% | +7.2% | -3.0% |
| 6M | -10.9% | -18.0% | +7.1% | -5.3% |
| YTD | -18.3% | +11.0% | -29.3% | -21.8% |
| 1Y | -29.9% | +26.4% | -56.3% | -35.8% |
| 3Y | +290.3% | +54.4% | +235.9% | +230.9% |
| 5Y | +635.3% | +98.1% | +537.2% | +449.9% |
| All | +1,121.2% | +362.4% | +758.7% | +605.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling