+230.8%
RDW vs EFV
+90.2%
+140.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -4.9% |
| 7D | +0.9% | -0.8% | +1.7% | +2.7% |
| 30D | -21.3% | +0.6% | -21.9% | -22.6% |
| 3M | -37.9% | +7.5% | -45.4% | -48.2% |
| 6M | +12.3% | +13.0% | -0.8% | -14.7% |
| YTD | +39.7% | +18.3% | +21.4% | -3.1% |
| 1Y | +25.7% | +26.7% | -1.1% | -25.1% |
| 3Y | +230.8% | +89.6% | +141.3% | -15.6% |
| All | +230.8% | +90.2% | +140.6% | -15.6% |
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 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