+213.7%
VT vs RIO
+408.2%
-194.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.3% | +2.2% | -4.6% | -3.1% |
| 30D | -5.0% | -10.1% | +5.2% | -1.4% |
| 3M | -4.9% | -14.1% | +9.3% | +0.1% |
| 6M | -1.5% | -18.9% | +17.4% | +5.3% |
| YTD | +8.5% | +9.9% | -1.4% | +3.7% |
| 1Y | +11.4% | +27.0% | -15.6% | +1.0% |
| 3Y | +70.1% | +50.1% | +20.0% | +43.2% |
| 5Y | +53.7% | +95.3% | -41.5% | +13.9% |
| All | +213.7% | +408.2% | -194.5% | +75.8% |
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