+1,474.1%
VTR vs RIO
+2,829.8%
-1,355.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | -3.7% | +5.0% | -8.7% | -5.1% |
| 3M | +13.5% | +5.1% | +8.4% | +11.4% |
| 6M | +7.2% | +17.6% | -10.4% | +1.4% |
| YTD | +17.6% | +36.3% | -18.7% | +6.2% |
| 1Y | +35.4% | +71.2% | -35.8% | +14.1% |
| 3Y | +132.8% | +102.7% | +30.1% | +84.7% |
| 5Y | +88.7% | +99.6% | -10.9% | +46.7% |
| 10Y | +87.6% | +603.1% | -515.5% | -0.2% |
| All | +1,474.1% | +2,829.8% | -1,355.8% | +510.8% |
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