+84.5%
VTR vs RIO
+91.0%
-6.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | +1.1% | +0.9% | +0.2% | +0.8% |
| 3M | +7.9% | -1.4% | +9.3% | +8.0% |
| 6M | +6.2% | +10.9% | -4.8% | +3.0% |
| YTD | +17.7% | +31.2% | -13.5% | +9.4% |
| 1Y | +32.9% | +67.9% | -35.0% | +15.7% |
| 3Y | +129.7% | +88.8% | +40.9% | +91.4% |
| All | +84.5% | +91.0% | -6.5% | +48.6% |
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