+146.5%
EFA vs ROL
+221.5%
-75.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +2.2% | +3.0% | -0.7% | +1.5% |
| 30D | +1.4% | +19.8% | -18.4% | -3.0% |
| 3M | -4.2% | +7.9% | -12.1% | -6.1% |
| 6M | +1.9% | -25.6% | +27.6% | +9.0% |
| YTD | +10.2% | -34.1% | +44.3% | +21.2% |
| 1Y | +12.8% | -31.4% | +44.2% | +22.6% |
| 3Y | +65.2% | +4.7% | +60.5% | +58.4% |
| 5Y | +49.8% | +15.6% | +34.2% | +37.1% |
| All | +146.5% | +221.5% | -75.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling