+1,216.9%
VST vs RIO
+555.6%
+661.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -2.7% | +0.1% | -2.9% | -3.1% |
| 6M | -8.4% | +12.7% | -21.1% | -12.3% |
| YTD | -7.2% | +35.6% | -42.8% | -16.6% |
| 1Y | -20.9% | +73.7% | -94.6% | -34.6% |
| 3Y | +384.0% | +93.3% | +290.7% | +282.3% |
| 5Y | +757.1% | +92.4% | +664.6% | +556.7% |
| All | +1,216.9% | +555.6% | +661.3% | +635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling