+140.4%
EFA vs ROP
+135.7%
+4.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -2.4% | -8.0% | +5.6% | +0.7% |
| 30D | -2.2% | -2.7% | +0.5% | -1.3% |
| 3M | +5.7% | +16.6% | -10.9% | -1.4% |
| 6M | +8.2% | +10.4% | -2.2% | +2.7% |
| YTD | +11.8% | -12.1% | +23.9% | +16.2% |
| 1Y | +18.3% | -23.6% | +41.9% | +30.5% |
| 3Y | +64.9% | -19.3% | +84.3% | +75.5% |
| 5Y | +52.4% | -15.4% | +67.8% | +56.4% |
| All | +140.4% | +135.7% | +4.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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