+129.7%
VTR vs RIO
+88.2%
+41.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | +1.1% | +0.9% | +0.2% | +0.9% |
| 3M | +7.9% | -1.4% | +9.3% | +8.2% |
| 6M | +6.2% | +10.9% | -4.8% | +3.8% |
| YTD | +17.7% | +31.2% | -13.5% | +10.7% |
| 1Y | +32.9% | +67.9% | -35.0% | +17.3% |
| 3Y | +129.7% | +88.8% | +40.9% | +87.4% |
| All | +129.7% | +88.2% | +41.5% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling