+608.4%
VST vs RIO
+90.3%
+518.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +6.6% | -0.9% | +7.5% | +6.9% |
| 30D | -12.4% | -9.1% | -3.3% | -10.0% |
| 3M | -9.0% | -13.7% | +4.7% | -5.2% |
| 6M | -6.4% | -24.3% | +17.9% | +0.7% |
| YTD | -17.2% | +8.9% | -26.1% | -19.4% |
| 1Y | -22.0% | +22.7% | -44.7% | -26.5% |
| 3Y | +296.7% | +51.2% | +245.5% | +249.9% |
| All | +608.4% | +90.3% | +518.1% | +471.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling