+41,132.7%
RMD vs EFX
+2,779.0%
+38,353.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +1.6% |
| 7D | -5.0% | -8.6% | +3.7% | -2.4% |
| 30D | +2.2% | +0.1% | +2.1% | +2.0% |
| 3M | +17.8% | +3.8% | +14.0% | +16.0% |
| 6M | -11.3% | -13.5% | +2.2% | -8.1% |
| YTD | -4.4% | -17.7% | +13.2% | 0.0% |
| 1Y | -15.7% | -25.6% | +9.9% | -9.3% |
| 3Y | +47.7% | -12.1% | +59.8% | +47.9% |
| 5Y | -19.2% | -33.8% | +14.6% | -13.5% |
| 10Y | +280.4% | +45.1% | +235.2% | +210.6% |
| All | +41,132.7% | +2,779.0% | +38,353.7% | +22,931.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling