+904.9%
RL vs EFV
+240.5%
+664.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.1% |
| 7D | -4.2% | -0.7% | -3.5% | -3.4% |
| 30D | +4.3% | +0.9% | +3.4% | +3.6% |
| 3M | -4.6% | -3.6% | -1.0% | -1.3% |
| 6M | +1.7% | +2.5% | -0.8% | -0.4% |
| YTD | +7.3% | +13.2% | -5.8% | -3.9% |
| 1Y | +20.8% | +20.3% | +0.5% | +2.3% |
| 3Y | +247.0% | +84.9% | +162.0% | +99.0% |
| 5Y | +225.5% | +87.7% | +137.7% | +86.9% |
| 10Y | +363.0% | +160.7% | +202.3% | +107.6% |
| All | +904.9% | +240.5% | +664.4% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling