+87.0%
EFA vs RVMD
+622.3%
-535.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -3.0% | +1.5% | -1.2% |
| 30D | -1.7% | -0.7% | -0.9% | -1.6% |
| 3M | +3.5% | +36.5% | -33.1% | +0.4% |
| 6M | +9.5% | +104.6% | -95.1% | +1.4% |
| YTD | +12.9% | +155.8% | -143.0% | +1.6% |
| 1Y | +18.2% | +340.7% | -322.5% | +0.4% |
| 3Y | +64.8% | +519.9% | -455.1% | +31.3% |
| 5Y | +53.9% | +584.9% | -531.0% | +15.5% |
| All | +87.0% | +622.3% | -535.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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