+191.8%
RBA vs EFV
+167.8%
+24.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -23.1% | +8.4% | -31.5% | -27.0% |
| 6M | -22.6% | +12.3% | -34.9% | -28.3% |
| YTD | -20.4% | +17.4% | -37.8% | -28.4% |
| 1Y | -29.6% | +27.1% | -56.7% | -39.8% |
| 3Y | +26.6% | +90.7% | -64.2% | -17.1% |
| 5Y | +38.2% | +95.6% | -57.4% | -11.5% |
| All | +191.8% | +167.8% | +24.0% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling