+376.6%
EFA vs RL
+2,106.2%
-1,729.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +2.2% | +2.6% | -0.3% | +1.5% |
| 30D | +1.4% | +2.9% | -1.6% | +0.4% |
| 3M | -4.2% | 0.0% | -4.2% | -4.4% |
| 6M | +1.9% | +17.1% | -15.2% | -3.5% |
| YTD | +10.2% | +10.1% | +0.1% | +5.7% |
| 1Y | +12.8% | +17.3% | -4.5% | +6.1% |
| 3Y | +65.2% | +249.3% | -184.1% | +8.7% |
| 5Y | +49.8% | +240.9% | -191.1% | -3.6% |
| 10Y | +145.2% | +337.3% | -192.1% | +31.2% |
| All | +376.6% | +2,106.2% | -1,729.6% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling