+502.6%
EWT vs RBA
+195.3%
+307.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | -1.1% | -3.3% | +2.2% | -0.4% |
| 30D | +4.8% | -9.8% | +14.6% | +7.0% |
| 3M | +11.1% | -23.5% | +34.6% | +17.0% |
| 6M | +54.6% | -21.5% | +76.2% | +61.7% |
| YTD | +71.4% | -21.2% | +92.6% | +78.5% |
| 1Y | +82.1% | -30.2% | +112.3% | +94.7% |
| 3Y | +193.2% | +25.3% | +167.9% | +172.2% |
| 5Y | +146.1% | +35.1% | +111.0% | +119.4% |
| All | +502.6% | +195.3% | +307.4% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling