+355.9%
RL vs EFV
+159.5%
+196.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +1.3% | +2.1% | -0.8% | -0.9% |
| 30D | +7.6% | +3.1% | +4.6% | +4.2% |
| 3M | -1.5% | -1.3% | -0.2% | +0.2% |
| 6M | +12.1% | +6.0% | +6.1% | +4.8% |
| YTD | +13.9% | +15.8% | -1.9% | -4.0% |
| 1Y | +20.7% | +21.1% | -0.4% | -3.5% |
| 3Y | +260.6% | +91.0% | +169.6% | +67.5% |
| 5Y | +248.9% | +94.3% | +154.6% | +60.0% |
| 10Y | +355.9% | +160.4% | +195.5% | +61.4% |
| All | +355.9% | +159.5% | +196.4% | +61.4% |
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