+367.1%
VT vs RIO
+146.4%
+220.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.5% |
| 7D | -0.3% | -1.6% | +1.3% | +0.2% |
| 30D | -1.4% | -11.6% | +10.2% | +2.7% |
| 3M | -1.4% | -12.7% | +11.3% | +3.0% |
| 6M | +5.5% | -12.4% | +17.8% | +9.6% |
| YTD | +12.8% | +11.0% | +1.8% | +7.7% |
| 1Y | +15.4% | +30.8% | -15.4% | +4.0% |
| 3Y | +76.9% | +52.4% | +24.4% | +49.3% |
| 5Y | +60.4% | +96.4% | -36.0% | +20.8% |
| 10Y | +232.8% | +431.1% | -198.3% | +70.1% |
| All | +367.1% | +146.4% | +220.6% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling