+210.9%
RL vs EFV
+92.7%
+118.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | +1.9% | +1.0% | +0.9% | +0.9% |
| 30D | -12.2% | +0.2% | -12.4% | -12.4% |
| 3M | -6.6% | +9.6% | -16.3% | -15.0% |
| 6M | +3.2% | +14.0% | -10.9% | -9.4% |
| YTD | -1.3% | +18.5% | -19.8% | -16.9% |
| 1Y | +13.6% | +27.9% | -14.3% | -11.2% |
| 3Y | +210.9% | +92.4% | +118.4% | +67.1% |
| All | +210.9% | +92.7% | +118.2% | +67.1% |
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