+168.3%
VXUS vs RIO
+228.8%
-60.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -1.2% | -9.9% | +8.7% | +2.8% |
| 3M | -3.8% | -14.0% | +10.2% | +1.7% |
| 6M | -1.7% | -19.5% | +17.9% | +6.3% |
| YTD | +11.4% | +11.5% | -0.1% | +5.9% |
| 1Y | +13.3% | +26.9% | -13.6% | +2.4% |
| 3Y | +70.0% | +55.1% | +14.8% | +40.4% |
| 5Y | +48.1% | +90.7% | -42.6% | +9.9% |
| 10Y | +147.1% | +363.3% | -216.3% | +22.9% |
| All | +168.3% | +228.8% | -60.5% | +42.2% |
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