+376.6%
EFA vs RCL
+1,765.5%
-1,388.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +1.4% | +17.8% | -16.5% | -2.6% |
| 3M | -4.2% | +4.9% | -9.1% | -5.6% |
| 6M | +1.9% | +23.7% | -21.8% | -3.9% |
| YTD | +10.2% | +17.8% | -7.6% | +3.9% |
| 1Y | +12.8% | +28.9% | -16.1% | +3.8% |
| 3Y | +65.2% | +241.9% | -176.7% | +16.7% |
| 5Y | +49.8% | +295.4% | -245.6% | -3.9% |
| 10Y | +145.2% | +344.1% | -199.0% | +26.0% |
| All | +376.6% | +1,765.5% | -1,388.9% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling