+85.2%
EFA vs RVMD
+620.8%
-535.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.7% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | -2.2% | -1.1% | -1.2% | -2.2% |
| 3M | +5.7% | +41.0% | -35.4% | +2.2% |
| 6M | +8.2% | +105.7% | -97.5% | +0.1% |
| YTD | +11.8% | +155.3% | -143.5% | +0.6% |
| 1Y | +18.3% | +402.7% | -384.4% | -0.9% |
| 3Y | +64.9% | +533.1% | -468.2% | +31.1% |
| 5Y | +52.4% | +583.5% | -531.1% | +14.4% |
| All | +85.2% | +620.8% | -535.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling