+183.8%
VXUS vs RIO
+299.7%
-115.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +2.2% | +4.0% | -1.8% | +0.6% |
| 3M | +3.0% | +0.1% | +2.8% | +2.7% |
| 6M | +10.7% | +12.7% | -2.1% | +5.2% |
| YTD | +17.8% | +35.6% | -17.7% | +4.0% |
| 1Y | +27.6% | +73.7% | -46.1% | +2.2% |
| 3Y | +73.3% | +93.3% | -20.0% | +31.5% |
| 5Y | +54.3% | +92.4% | -38.1% | +13.9% |
| 10Y | +149.8% | +606.9% | -457.1% | +5.3% |
| All | +183.8% | +299.7% | -115.9% | +39.7% |
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