+52.4%
EFA vs RIO
+90.3%
-37.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | +0.6% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -2.2% | +0.6% | -2.8% | -2.6% |
| 3M | +5.7% | +2.5% | +3.1% | +4.4% |
| 6M | +8.2% | +10.8% | -2.6% | +3.8% |
| YTD | +11.8% | +30.5% | -18.7% | +1.1% |
| 1Y | +18.3% | +68.1% | -49.8% | -2.3% |
| 3Y | +64.9% | +94.0% | -29.1% | +28.2% |
| 5Y | +52.4% | +92.0% | -39.6% | +16.5% |
| All | +52.4% | +90.3% | -37.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling