+325.3%
VWO vs RIO
+953.0%
-627.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | +0.9% | +4.0% | -3.1% | -1.0% |
| 3M | +4.3% | +4.5% | -0.3% | +1.8% |
| 6M | +10.5% | +17.3% | -6.8% | +2.2% |
| YTD | +13.4% | +36.2% | -22.8% | -2.3% |
| 1Y | +18.6% | +76.1% | -57.6% | -9.2% |
| 3Y | +65.8% | +102.5% | -36.7% | +17.5% |
| 5Y | +35.2% | +103.5% | -68.3% | -7.8% |
| 10Y | +116.6% | +619.2% | -502.5% | -22.6% |
| All | +325.3% | +953.0% | -627.7% | -9.7% |
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