+142.8%
EFA vs RCL
+346.0%
-203.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | -1.5% | -1.9% | +0.4% | -1.2% |
| 30D | -1.7% | -15.5% | +13.9% | +1.3% |
| 3M | +3.5% | -9.7% | +13.2% | +5.1% |
| 6M | +9.5% | -8.7% | +18.2% | +10.6% |
| YTD | +12.9% | -5.8% | +18.6% | +12.7% |
| 1Y | +18.2% | -24.5% | +42.7% | +22.2% |
| 3Y | +64.8% | +173.9% | -109.1% | +32.6% |
| 5Y | +53.9% | +228.0% | -174.1% | +14.8% |
| All | +142.8% | +346.0% | -203.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling