+66.6%
VT vs RIO
+93.6%
-27.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | 0.0% | +0.5% | +0.5% |
| 30D | +1.0% | +4.0% | -3.0% | -0.3% |
| 3M | +2.4% | +0.1% | +2.3% | +2.1% |
| 6M | +12.0% | +12.7% | -0.7% | +7.4% |
| YTD | +15.3% | +35.6% | -20.2% | +4.2% |
| 1Y | +22.6% | +73.7% | -51.1% | +2.4% |
| 3Y | +74.7% | +93.3% | -18.6% | +39.3% |
| All | +66.6% | +93.6% | -27.0% | +30.3% |
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