+146.1%
EFA vs RL
+342.1%
-196.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.3% | +2.4% | -1.1% | +0.7% |
| 30D | +0.5% | +4.6% | -4.0% | -0.6% |
| 3M | -4.1% | -1.1% | -3.0% | -4.1% |
| 6M | +2.4% | +16.5% | -14.1% | -1.9% |
| YTD | +10.0% | +11.4% | -1.4% | +6.2% |
| 1Y | +11.4% | +16.1% | -4.7% | +6.4% |
| 3Y | +65.4% | +252.6% | -187.2% | +17.8% |
| 5Y | +49.6% | +244.9% | -195.3% | +4.5% |
| All | +146.1% | +342.1% | -196.0% | +61.5% |
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