+68.2%
EFA vs RL
+211.8%
-143.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.2% | +1.9% | -0.7% | +0.8% |
| 30D | -0.7% | -12.2% | +11.5% | +1.8% |
| 3M | +6.4% | -6.6% | +13.0% | +7.6% |
| 6M | +11.4% | +3.2% | +8.2% | +10.1% |
| YTD | +14.0% | -1.3% | +15.3% | +13.4% |
| 1Y | +20.2% | +13.6% | +6.6% | +16.2% |
| 3Y | +68.2% | +210.9% | -142.7% | +31.2% |
| All | +68.2% | +211.8% | -143.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling