+55.1%
EFA vs RBA
+40.7%
+14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +6.4% | -21.4% | +27.8% | +10.7% |
| 6M | +11.4% | -20.9% | +32.3% | +15.6% |
| YTD | +14.0% | -19.9% | +33.8% | +17.6% |
| 1Y | +20.2% | -28.7% | +48.9% | +26.9% |
| 3Y | +68.2% | +27.4% | +40.8% | +56.6% |
| All | +55.1% | +40.7% | +14.3% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling