+53.4%
VT vs RIO
+94.3%
-40.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -5.8% | -13.3% | +7.5% | -1.6% |
| 3M | -5.2% | -16.3% | +11.0% | -0.1% |
| 6M | +0.1% | -15.4% | +15.6% | +4.9% |
| YTD | +8.2% | +9.2% | -0.9% | +4.3% |
| 1Y | +10.1% | +26.5% | -16.4% | +1.2% |
| 3Y | +69.7% | +49.9% | +19.8% | +45.7% |
| 5Y | +53.4% | +93.9% | -40.6% | +21.0% |
| All | +53.4% | +94.3% | -40.9% | +21.0% |
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