+1,112.0%
VST vs RIO
+408.2%
+703.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.7% | +9.9% | +10.3% |
| 7D | -9.8% | +2.2% | -12.1% | -10.6% |
| 30D | -25.1% | -10.1% | -15.0% | -22.5% |
| 3M | -11.6% | -14.1% | +2.5% | -7.2% |
| 6M | -20.9% | -18.9% | -2.0% | -15.7% |
| YTD | -22.3% | +9.9% | -32.2% | -25.4% |
| 1Y | -32.0% | +27.0% | -59.0% | -37.8% |
| 3Y | +262.4% | +50.1% | +212.3% | +210.4% |
| 5Y | +563.4% | +95.3% | +468.1% | +399.7% |
| All | +1,112.0% | +408.2% | +703.8% | +616.9% |
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 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