+188.9%
RBA vs EFV
+167.0%
+21.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -3.3% | -2.0% | -1.3% | -2.0% |
| 30D | -9.8% | -0.2% | -9.6% | -9.7% |
| 3M | -23.5% | +9.1% | -32.6% | -27.7% |
| 6M | -21.5% | +11.7% | -33.2% | -27.1% |
| YTD | -21.2% | +17.0% | -38.2% | -29.0% |
| 1Y | -30.2% | +26.7% | -56.9% | -40.3% |
| 3Y | +25.3% | +90.2% | -64.8% | -17.7% |
| 5Y | +35.1% | +96.1% | -61.0% | -13.6% |
| All | +188.9% | +167.0% | +21.9% | +41.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling