+140.4%
EFA vs RL
+308.3%
-167.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | -2.2% | -15.3% | +13.1% | +1.5% |
| 3M | +5.7% | -10.3% | +16.0% | +8.1% |
| 6M | +8.2% | -2.2% | +10.4% | +8.0% |
| YTD | +11.8% | -4.3% | +16.1% | +11.9% |
| 1Y | +18.3% | +8.9% | +9.4% | +14.7% |
| 3Y | +64.9% | +201.4% | -136.5% | +22.2% |
| 5Y | +52.4% | +230.6% | -178.2% | +7.6% |
| All | +140.4% | +308.3% | -167.9% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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