+209.9%
RBA vs EFV
+161.2%
+48.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | +9.0% | +3.1% | +5.9% | +6.9% |
| 3M | +7.2% | -1.2% | +8.4% | +7.9% |
| 6M | -7.8% | +5.6% | -13.4% | -11.1% |
| YTD | -6.4% | +15.8% | -22.2% | -15.1% |
| 1Y | -4.2% | +20.0% | -24.2% | -15.1% |
| 3Y | +64.1% | +91.0% | -26.9% | +7.4% |
| 5Y | +48.4% | +93.7% | -45.2% | -4.4% |
| 10Y | +209.9% | +160.9% | +49.0% | +45.3% |
| All | +209.9% | +161.2% | +48.7% | +45.3% |
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