-4.4%
RMD vs EFX
-30.1%
+25.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +2.1% | +25.1% | -23.0% | -5.9% |
| 3M | +6.2% | +1.7% | +4.6% | +5.0% |
| 6M | +19.4% | +18.4% | +1.0% | +11.3% |
| YTD | +0.5% | -12.5% | +13.1% | +3.2% |
| 1Y | -3.9% | -8.1% | +4.1% | -3.3% |
| 3Y | +72.5% | +4.8% | +67.8% | +58.7% |
| All | -4.4% | -30.1% | +25.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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