-22.1%
RMD vs EFV
+95.4%
-117.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -4.7% | -0.5% | -4.2% | -4.4% |
| 30D | +0.2% | 0.0% | +0.2% | +0.3% |
| 3M | +12.0% | +8.4% | +3.6% | +6.3% |
| 6M | -12.5% | +12.3% | -24.9% | -19.1% |
| YTD | -7.9% | +17.4% | -25.3% | -17.4% |
| 1Y | -20.4% | +27.1% | -47.5% | -32.3% |
| 3Y | +53.1% | +90.7% | -37.6% | -1.4% |
| 5Y | -22.1% | +95.6% | -117.7% | -51.6% |
| All | -22.1% | +95.4% | -117.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling