+80.6%
VTV vs RIO
+91.0%
-10.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.4% |
| 30D | -1.0% | +0.9% | -1.9% | -1.3% |
| 3M | +4.6% | -1.4% | +6.1% | +4.8% |
| 6M | +13.5% | +10.9% | +2.6% | +10.2% |
| YTD | +18.5% | +31.2% | -12.7% | +10.3% |
| 1Y | +22.9% | +67.9% | -45.0% | +7.7% |
| 3Y | +67.8% | +88.8% | -20.9% | +41.3% |
| All | +80.6% | +91.0% | -10.4% | +49.1% |
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 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