+68.2%
EFA vs RBA
+29.1%
+39.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | +1.2% | -1.1% | +2.2% | +1.4% |
| 30D | -0.7% | -13.2% | +12.5% | +1.7% |
| 3M | +6.4% | -21.4% | +27.8% | +10.3% |
| 6M | +11.4% | -20.9% | +32.3% | +15.1% |
| YTD | +14.0% | -19.9% | +33.8% | +17.0% |
| 1Y | +20.2% | -28.7% | +48.9% | +26.4% |
| 3Y | +68.2% | +27.4% | +40.8% | +57.4% |
| All | +68.2% | +29.1% | +39.1% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling