+55.1%
EFA vs ROL
-4.9%
+59.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +1.2% | -3.4% | +4.6% | +1.8% |
| 30D | -0.7% | -6.9% | +6.2% | +0.5% |
| 3M | +6.4% | -24.6% | +31.0% | +11.6% |
| 6M | +11.4% | -39.5% | +50.9% | +21.8% |
| YTD | +14.0% | -41.1% | +55.1% | +25.0% |
| 1Y | +20.2% | -37.9% | +58.1% | +30.2% |
| 3Y | +68.2% | +0.8% | +67.4% | +63.6% |
| All | +55.1% | -4.9% | +59.9% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling