-79.5%
RAM vs EFV
+5.3%
-84.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -1.9% | -30.6% | -27.7% |
| 7D | -49.5% | +0.3% | -49.8% | -47.8% |
| 30D | -63.2% | +1.2% | -64.4% | -63.1% |
| 3M | -58.5% | -2.1% | -56.4% | -54.2% |
| All | -79.5% | +5.3% | -84.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · Available span rolling