+22.6%
EFA vs RBA
-26.5%
+49.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +0.9% | -12.3% | +13.2% | +2.3% |
| 3M | +4.9% | -20.5% | +25.4% | +6.9% |
| 6M | +8.6% | -18.5% | +27.1% | +9.9% |
| YTD | +14.6% | -18.2% | +32.8% | +15.4% |
| 1Y | +22.6% | -27.5% | +50.1% | +24.6% |
| All | +22.6% | -26.5% | +49.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling