+297.8%
VTI vs RIO
+608.6%
-310.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -1.4% | +0.9% | -2.4% | -1.9% |
| 3M | +3.6% | -1.4% | +5.0% | +3.7% |
| 6M | +13.6% | +10.9% | +2.7% | +8.9% |
| YTD | +12.9% | +31.2% | -18.3% | +1.9% |
| 1Y | +17.2% | +67.9% | -50.7% | -2.9% |
| 3Y | +75.7% | +88.8% | -13.1% | +37.7% |
| 5Y | +75.4% | +93.1% | -17.7% | +32.3% |
| All | +297.8% | +608.6% | -310.9% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling