+1,615.4%
RMD vs EFV
+258.8%
+1,356.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | +1.5% | -6.5% | -5.9% |
| 30D | +2.2% | +1.7% | +0.5% | +1.1% |
| 3M | +17.8% | +8.6% | +9.2% | +11.8% |
| 6M | -11.3% | +11.7% | -23.0% | -17.4% |
| YTD | -4.4% | +19.3% | -23.7% | -14.7% |
| 1Y | -15.7% | +30.2% | -45.9% | -28.8% |
| 3Y | +47.7% | +91.6% | -43.8% | -2.3% |
| 5Y | -19.2% | +96.4% | -115.6% | -47.7% |
| 10Y | +280.4% | +166.5% | +113.9% | +101.5% |
| All | +1,615.4% | +258.8% | +1,356.5% | +662.8% |
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