+395.7%
EFA vs ROL
+4,008.0%
-3,612.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +0.9% | -4.1% | +4.9% | +2.2% |
| 3M | +4.9% | -22.5% | +27.4% | +13.8% |
| 6M | +8.6% | -37.7% | +46.2% | +26.7% |
| YTD | +14.6% | -39.6% | +54.2% | +34.7% |
| 1Y | +22.6% | -36.0% | +58.6% | +40.6% |
| 3Y | +66.5% | -5.1% | +71.7% | +63.4% |
| 5Y | +54.5% | -3.4% | +57.9% | +47.0% |
| 10Y | +144.8% | +215.2% | -70.5% | +41.3% |
| All | +395.7% | +4,008.0% | -3,612.3% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling