+57.8%
VT vs RIO
+98.5%
-40.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.6% |
| 7D | +0.4% | +4.4% | -4.1% | -1.0% |
| 30D | -2.6% | -8.9% | +6.3% | +0.2% |
| 3M | -3.2% | -12.7% | +9.4% | +0.7% |
| 6M | +0.9% | -16.2% | +17.2% | +6.1% |
| YTD | +11.3% | +13.4% | -2.1% | +5.9% |
| 1Y | +14.0% | +30.9% | -16.9% | +3.6% |
| 3Y | +75.8% | +60.2% | +15.7% | +47.9% |
| 5Y | +57.8% | +98.9% | -41.1% | +23.1% |
| All | +57.8% | +98.5% | -40.7% | +23.1% |
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