+715.8%
VTV vs RIO
+1,348.8%
-633.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | +1.0% | -1.6% | -0.9% |
| 30D | -0.5% | +4.0% | -4.5% | -1.7% |
| 3M | +5.3% | +4.5% | +0.8% | +3.7% |
| 6M | +12.9% | +17.3% | -4.5% | +7.2% |
| YTD | +18.5% | +36.2% | -17.7% | +7.6% |
| 1Y | +25.3% | +76.1% | -50.9% | +5.7% |
| 3Y | +68.2% | +102.5% | -34.3% | +34.7% |
| 5Y | +80.6% | +103.5% | -22.9% | +40.9% |
| 10Y | +232.9% | +619.2% | -386.3% | +77.0% |
| All | +715.8% | +1,348.8% | -633.1% | +192.8% |
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