+53.4%
EFA vs ROP
-16.4%
+69.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.5% | -6.1% | +5.7% | +1.3% |
| 30D | -1.3% | -3.4% | +2.0% | -0.5% |
| 3M | +5.2% | +16.7% | -11.5% | -0.3% |
| 6M | +9.4% | +8.1% | +1.3% | +6.0% |
| YTD | +12.7% | -11.7% | +24.4% | +17.7% |
| 1Y | +19.3% | -24.2% | +43.5% | +32.5% |
| 3Y | +66.3% | -19.0% | +85.3% | +77.0% |
| 5Y | +53.4% | -15.9% | +69.2% | +53.8% |
| All | +53.4% | -16.4% | +69.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling