+273.7%
RMD vs EFV
+167.0%
+106.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.2% | -2.0% | -2.2% | -2.8% |
| 30D | -2.1% | -0.2% | -1.9% | -1.9% |
| 3M | +13.8% | +9.1% | +4.6% | +6.8% |
| 6M | -10.6% | +11.7% | -22.3% | -17.7% |
| YTD | -8.1% | +17.0% | -25.1% | -18.3% |
| 1Y | -18.0% | +26.7% | -44.7% | -31.2% |
| 3Y | +52.9% | +90.2% | -37.3% | -5.4% |
| 5Y | -22.3% | +96.1% | -118.4% | -53.3% |
| All | +273.7% | +167.0% | +106.7% | +74.1% |
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 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