+333.1%
RCL vs EFV
+169.9%
+163.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -1.4% |
| 7D | -1.9% | -0.8% | -1.1% | -0.6% |
| 30D | -15.5% | +0.6% | -16.2% | -16.5% |
| 3M | -9.7% | +7.5% | -17.2% | -20.6% |
| 6M | -8.7% | +13.0% | -21.8% | -25.7% |
| YTD | -5.8% | +18.3% | -24.1% | -29.3% |
| 1Y | -24.5% | +26.7% | -51.2% | -49.7% |
| 3Y | +173.9% | +89.6% | +84.3% | -11.9% |
| 5Y | +228.0% | +98.2% | +129.8% | +0.6% |
| All | +333.1% | +169.9% | +163.2% | +1.6% |
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