+142.5%
EFA vs RBA
+198.1%
-55.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -1.3% | -13.0% | +11.6% | +1.6% |
| 3M | +5.2% | -23.1% | +28.3% | +10.8% |
| 6M | +9.4% | -22.6% | +31.9% | +14.9% |
| YTD | +12.7% | -20.4% | +33.1% | +17.2% |
| 1Y | +19.3% | -29.6% | +48.9% | +27.5% |
| 3Y | +66.3% | +26.6% | +39.8% | +53.0% |
| 5Y | +53.4% | +38.2% | +15.2% | +35.0% |
| All | +142.5% | +198.1% | -55.7% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling