+91.5%
RIO vs EFV
+95.9%
-4.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.7% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | +0.9% | +0.6% | +0.3% | +0.2% |
| 3M | -1.4% | +7.5% | -9.0% | -9.4% |
| 6M | +10.9% | +13.0% | -2.1% | -3.3% |
| YTD | +31.2% | +18.3% | +12.9% | +8.8% |
| 1Y | +67.9% | +26.7% | +41.2% | +28.8% |
| 3Y | +88.8% | +89.6% | -0.8% | -9.5% |
| All | +91.5% | +95.9% | -4.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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