+65.5%
VZ vs RIO
+408.2%
-342.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +2.1% | +2.2% | -0.1% | +1.9% |
| 30D | +1.4% | -10.1% | +11.5% | +2.5% |
| 3M | -1.3% | -14.1% | +12.9% | +0.3% |
| 6M | -0.5% | -18.9% | +18.4% | +1.6% |
| YTD | +19.6% | +9.9% | +9.7% | +17.1% |
| 1Y | +22.4% | +27.0% | -4.6% | +17.4% |
| 3Y | +55.9% | +50.1% | +5.8% | +45.0% |
| 5Y | +20.4% | +95.3% | -74.9% | +6.6% |
| All | +65.5% | +408.2% | -342.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling