+572.5%
VTRS vs RIO
+5,812.5%
-5,240.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.2% | -3.2% | +1.0% | -1.4% |
| 30D | +3.3% | +0.9% | +2.4% | +3.0% |
| 3M | +2.0% | -1.4% | +3.4% | +2.1% |
| 6M | +19.9% | +10.9% | +9.0% | +16.3% |
| YTD | +35.7% | +31.2% | +4.5% | +26.1% |
| 1Y | +68.1% | +67.9% | +0.2% | +46.9% |
| 3Y | +87.1% | +88.8% | -1.7% | +58.2% |
| 5Y | +47.6% | +93.1% | -45.5% | +22.0% |
| 10Y | -48.2% | +593.0% | -641.1% | -68.7% |
| All | +572.5% | +5,812.5% | -5,240.0% | +142.0% |
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