+73.4%
VT vs RIO
+51.7%
+21.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -1.5% | -9.1% | +7.6% | +1.5% |
| 3M | -4.1% | -13.7% | +9.6% | +0.2% |
| 6M | +0.6% | -24.3% | +24.9% | +9.4% |
| YTD | +11.0% | +8.9% | +2.2% | +6.8% |
| 1Y | +13.3% | +22.7% | -9.3% | +4.6% |
| 3Y | +73.4% | +51.2% | +22.2% | +46.5% |
| All | +73.4% | +51.7% | +21.7% | +46.5% |
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 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