+346.0%
RL vs EFV
+161.2%
+184.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | -1.0% | -3.4% | -3.0% |
| 30D | +5.6% | +3.1% | +2.5% | +2.2% |
| 3M | -0.6% | -1.2% | +0.6% | +1.0% |
| 6M | +15.5% | +5.6% | +9.8% | +8.5% |
| YTD | +12.3% | +15.8% | -3.5% | -5.3% |
| 1Y | +19.3% | +20.0% | -0.7% | -3.5% |
| 3Y | +255.5% | +91.0% | +164.6% | +65.2% |
| 5Y | +247.1% | +93.7% | +153.4% | +59.8% |
| 10Y | +346.0% | +160.9% | +185.1% | +55.2% |
| All | +346.0% | +161.2% | +184.8% | +55.2% |
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