+387.6%
EFA vs RIO
+2,199.8%
-1,812.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | +1.0% | -1.4% | -0.8% |
| 30D | -1.3% | +4.0% | -5.4% | -2.8% |
| 3M | +5.2% | +4.5% | +0.7% | +3.3% |
| 6M | +9.4% | +17.3% | -8.0% | +2.8% |
| YTD | +12.7% | +36.2% | -23.5% | +0.1% |
| 1Y | +19.3% | +76.1% | -56.9% | -3.5% |
| 3Y | +66.3% | +102.5% | -36.2% | +26.5% |
| 5Y | +53.4% | +103.5% | -50.2% | +13.3% |
| 10Y | +144.4% | +619.2% | -474.7% | +9.5% |
| All | +387.6% | +2,199.8% | -1,812.2% | -6.8% |
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 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