+53.4%
EFA vs RL
+233.3%
-180.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -1.3% | -17.5% | +16.2% | +3.3% |
| 3M | +5.2% | -14.0% | +19.2% | +8.8% |
| 6M | +9.4% | -2.0% | +11.3% | +9.0% |
| YTD | +12.7% | -4.6% | +17.3% | +12.9% |
| 1Y | +19.3% | +9.5% | +9.8% | +15.2% |
| 3Y | +66.3% | +200.5% | -134.1% | +18.4% |
| 5Y | +53.4% | +226.3% | -172.9% | +3.3% |
| All | +53.4% | +233.3% | -180.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling