+395.7%
EFA vs RL
+1,900.0%
-1,504.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +0.9% | -7.8% | +8.6% | +3.1% |
| 3M | +4.9% | -4.0% | +8.9% | +5.7% |
| 6M | +8.6% | -1.9% | +10.5% | +8.2% |
| YTD | +14.6% | -0.2% | +14.8% | +13.4% |
| 1Y | +22.6% | +10.7% | +12.0% | +17.3% |
| 3Y | +66.5% | +210.8% | -144.2% | +13.4% |
| 5Y | +54.5% | +238.2% | -183.7% | -0.7% |
| 10Y | +144.8% | +313.4% | -168.6% | +33.0% |
| All | +395.7% | +1,900.0% | -1,504.3% | +48.9% |
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