+142.8%
EFA vs RIG
-41.2%
+184.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | -1.5% | -3.1% | +1.6% | -1.3% |
| 30D | -1.7% | -0.5% | -1.1% | -1.7% |
| 3M | +3.5% | -6.0% | +9.5% | +3.8% |
| 6M | +9.5% | -10.1% | +19.6% | +9.9% |
| YTD | +12.9% | +37.3% | -24.4% | +8.8% |
| 1Y | +18.2% | +73.9% | -55.7% | +11.1% |
| 3Y | +64.8% | -30.2% | +95.0% | +64.0% |
| 5Y | +53.9% | +62.5% | -8.6% | +36.6% |
| All | +142.8% | -41.2% | +184.0% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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