+1,028.3%
EFX vs RBA
+4,118.8%
-3,090.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.6% |
| 30D | +29.1% | +12.0% | +17.1% | +25.2% |
| 3M | +4.3% | +2.9% | +1.4% | +3.3% |
| 6M | +7.7% | -6.3% | +14.0% | +9.1% |
| YTD | -12.5% | -5.9% | -6.6% | -11.7% |
| 1Y | -8.8% | -3.9% | -4.9% | -8.6% |
| 3Y | +4.3% | +64.9% | -60.5% | -9.7% |
| 5Y | -29.4% | +48.5% | -77.9% | -38.3% |
| 10Y | +78.1% | +211.8% | -133.7% | +24.8% |
| All | +1,028.3% | +4,118.8% | -3,090.6% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling