+53.4%
EFA vs RCL
+233.3%
-179.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -1.3% | -15.7% | +14.3% | +1.7% |
| 3M | +5.2% | -8.0% | +13.2% | +6.4% |
| 6M | +9.4% | -10.1% | +19.5% | +10.7% |
| YTD | +12.7% | -5.9% | +18.6% | +12.5% |
| 1Y | +19.3% | -23.5% | +42.8% | +23.1% |
| 3Y | +66.3% | +174.4% | -108.1% | +31.7% |
| 5Y | +53.4% | +227.1% | -173.8% | +13.2% |
| All | +53.4% | +233.3% | -179.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling