+1,250.4%
VUG vs RIO
+1,342.3%
-91.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.3% | +4.0% | -4.3% | -1.5% |
| 3M | -0.7% | +0.1% | -0.8% | -0.9% |
| 6M | +14.6% | +12.7% | +1.9% | +10.4% |
| YTD | +9.0% | +35.6% | -26.5% | -0.4% |
| 1Y | +14.9% | +73.7% | -58.8% | -2.1% |
| 3Y | +86.0% | +93.3% | -7.3% | +52.5% |
| 5Y | +76.7% | +92.4% | -15.7% | +42.0% |
| 10Y | +411.3% | +606.9% | -195.7% | +182.1% |
| All | +1,250.4% | +1,342.3% | -91.8% | +430.4% |
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 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