+146.1%
EWT vs RIO
+90.3%
+55.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.8% |
| 7D | -1.1% | -3.4% | +2.3% | +0.3% |
| 30D | +4.8% | +0.6% | +4.2% | +4.4% |
| 3M | +11.1% | +2.5% | +8.6% | +9.7% |
| 6M | +54.6% | +10.8% | +43.8% | +48.3% |
| YTD | +71.4% | +30.5% | +41.0% | +54.4% |
| 1Y | +82.1% | +68.1% | +14.0% | +49.1% |
| 3Y | +193.2% | +94.0% | +99.2% | +126.0% |
| 5Y | +146.1% | +92.0% | +54.1% | +89.9% |
| All | +146.1% | +90.3% | +55.8% | +89.9% |
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