-27.5%
RBA vs EFV
+30.7%
-58.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.9% | +1.5% | -4.4% | -3.6% |
| 30D | -12.3% | +1.7% | -14.0% | -13.0% |
| 3M | -20.5% | +8.6% | -29.2% | -23.6% |
| 6M | -18.5% | +11.7% | -30.2% | -23.2% |
| YTD | -18.2% | +19.3% | -37.5% | -26.8% |
| 1Y | -27.5% | +30.2% | -57.7% | -38.2% |
| All | -27.5% | +30.7% | -58.2% | -38.2% |
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 · 6 months rolling