+52.7%
EFA vs RVMD
+576.1%
-523.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -3.0% | +1.5% | -1.3% |
| 30D | -1.7% | -0.7% | -0.9% | -1.6% |
| 3M | +3.5% | +36.5% | -33.1% | +0.8% |
| 6M | +9.5% | +104.6% | -95.1% | +2.5% |
| YTD | +12.9% | +155.8% | -143.0% | +3.1% |
| 1Y | +18.2% | +340.7% | -322.5% | +2.7% |
| 3Y | +64.8% | +519.9% | -455.1% | +35.6% |
| All | +52.7% | +576.1% | -523.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling