+27.4%
RBA vs EFV
+92.7%
-65.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -1.1% | +1.0% | -2.0% | -1.6% |
| 30D | -13.2% | +0.2% | -13.4% | -13.3% |
| 3M | -21.4% | +9.6% | -31.0% | -25.7% |
| 6M | -20.9% | +14.0% | -34.9% | -27.2% |
| YTD | -19.9% | +18.5% | -38.3% | -28.2% |
| 1Y | -28.7% | +27.9% | -56.6% | -39.3% |
| 3Y | +27.4% | +92.4% | -65.0% | -20.0% |
| All | +27.4% | +92.7% | -65.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling