+373.4%
VST vs RIO
+92.9%
+280.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | +4.0% | +2.2% | +4.7% |
| 3M | -2.7% | +0.1% | -2.9% | -3.0% |
| 6M | -8.4% | +12.7% | -21.1% | -12.7% |
| YTD | -7.2% | +35.6% | -42.8% | -17.6% |
| 1Y | -20.9% | +73.7% | -94.6% | -36.3% |
| All | +373.4% | +92.9% | +280.6% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling