-22.1%
RMD vs EFX
-36.4%
+14.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -4.7% | -9.4% | +4.6% | -1.5% |
| 30D | +0.2% | -6.9% | +7.1% | +2.6% |
| 3M | +12.0% | +0.1% | +11.9% | +11.5% |
| 6M | -12.5% | -17.3% | +4.8% | -7.5% |
| YTD | -7.9% | -21.8% | +13.9% | -1.4% |
| 1Y | -20.4% | -32.5% | +12.2% | -10.4% |
| 3Y | +53.1% | -12.3% | +65.5% | +51.3% |
| 5Y | -22.1% | -36.6% | +14.5% | -17.2% |
| All | -22.1% | -36.4% | +14.3% | -17.2% |
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