+319.7%
RL vs EFV
+163.3%
+156.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.6% |
| 7D | +2.6% | +2.5% | 0.0% | -0.3% |
| 30D | +2.9% | +2.9% | 0.0% | -0.2% |
| 3M | 0.0% | -1.4% | +1.4% | +1.9% |
| 6M | +17.1% | +5.5% | +11.6% | +10.2% |
| YTD | +10.1% | +16.1% | -5.9% | -7.4% |
| 1Y | +17.3% | +20.3% | -3.0% | -5.4% |
| 3Y | +249.3% | +90.4% | +158.9% | +62.8% |
| 5Y | +240.9% | +93.5% | +147.4% | +57.0% |
| All | +319.7% | +163.3% | +156.3% | +42.3% |
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