+143.2%
EFA vs RNG
+305.9%
-162.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -1.3% | +8.6% | -10.0% | -2.3% |
| 3M | +5.2% | +78.0% | -72.8% | -1.8% |
| 6M | +9.4% | +67.0% | -57.7% | +2.1% |
| YTD | +12.7% | +142.4% | -129.7% | -0.2% |
| 1Y | +19.3% | +120.4% | -101.2% | +6.5% |
| 3Y | +66.3% | +122.1% | -55.8% | +44.8% |
| 5Y | +53.4% | -69.8% | +123.2% | +58.1% |
| 10Y | +144.4% | +223.4% | -78.9% | +80.1% |
| All | +143.2% | +305.9% | -162.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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