+76.0%
VUG vs RIO
+101.7%
-25.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -1.7% | +4.0% | -5.7% | -2.9% |
| 3M | +2.8% | +4.5% | -1.7% | +1.3% |
| 6M | +13.6% | +17.3% | -3.7% | +7.9% |
| YTD | +8.1% | +36.2% | -28.1% | -2.1% |
| 1Y | +13.1% | +76.1% | -63.1% | -5.2% |
| 3Y | +87.0% | +102.5% | -15.6% | +48.3% |
| 5Y | +76.0% | +103.5% | -27.6% | +39.4% |
| All | +76.0% | +101.7% | -25.7% | +39.4% |
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