+376.6%
EFA vs ROL
+4,377.1%
-4,000.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.7% |
| 7D | +2.2% | +3.0% | -0.7% | +1.2% |
| 30D | +1.4% | +19.8% | -18.4% | -4.9% |
| 3M | -4.2% | +7.9% | -12.1% | -7.1% |
| 6M | +1.9% | -25.6% | +27.6% | +11.5% |
| YTD | +10.2% | -34.1% | +44.3% | +25.1% |
| 1Y | +12.8% | -31.4% | +44.2% | +26.1% |
| 3Y | +65.2% | +4.7% | +60.5% | +56.6% |
| 5Y | +49.8% | +15.6% | +34.2% | +33.8% |
| 10Y | +145.2% | +220.6% | -75.5% | +40.6% |
| All | +376.6% | +4,377.1% | -4,000.5% | +1.9% |
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