-6.1%
RDW vs EFV
+95.9%
-102.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -4.3% |
| 7D | +0.9% | -0.8% | +1.7% | +2.3% |
| 30D | -21.3% | +0.6% | -21.9% | -22.3% |
| 3M | -37.9% | +7.5% | -45.4% | -45.8% |
| 6M | +12.3% | +13.0% | -0.8% | -8.5% |
| YTD | +39.7% | +18.3% | +21.4% | +6.9% |
| 1Y | +25.7% | +26.7% | -1.1% | -14.2% |
| 3Y | +230.8% | +89.6% | +141.3% | +25.8% |
| All | -6.1% | +95.9% | -102.0% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling