-36.6%
EFX vs RBA
+39.8%
-76.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -9.4% | -1.9% | -7.5% | -8.7% |
| 30D | -6.9% | -13.0% | +6.1% | -2.2% |
| 3M | +0.1% | -23.1% | +23.2% | +9.4% |
| 6M | -17.3% | -22.6% | +5.3% | -10.0% |
| YTD | -21.8% | -20.4% | -1.4% | -16.1% |
| 1Y | -32.5% | -29.6% | -3.0% | -24.4% |
| 3Y | -12.3% | +26.6% | -38.9% | -20.3% |
| 5Y | -36.6% | +38.2% | -74.8% | -46.0% |
| All | -36.6% | +39.8% | -76.4% | -46.0% |
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