+485.8%
RIOT vs EFV
+169.9%
+315.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +0.5% |
| 7D | -1.5% | -0.8% | -0.7% | 0.0% |
| 30D | +5.7% | +0.6% | +5.0% | +4.6% |
| 3M | -17.9% | +7.5% | -25.4% | -27.6% |
| 6M | +45.0% | +13.0% | +31.9% | +19.6% |
| YTD | +69.5% | +18.3% | +51.1% | +30.7% |
| 1Y | +37.2% | +26.7% | +10.5% | -6.4% |
| 3Y | +111.7% | +89.6% | +22.2% | -28.0% |
| 5Y | -27.5% | +98.2% | -125.7% | -75.2% |
| All | +485.8% | +169.9% | +315.9% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling