+395.7%
EFA vs ROP
+2,083.9%
-1,688.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.8% |
| 7D | +0.6% | -4.4% | +5.0% | +2.7% |
| 30D | +0.9% | +3.2% | -2.4% | -0.8% |
| 3M | +4.9% | +23.1% | -18.2% | -5.9% |
| 6M | +8.6% | +13.3% | -4.7% | +0.7% |
| YTD | +14.6% | -7.9% | +22.5% | +16.3% |
| 1Y | +22.6% | -22.1% | +44.7% | +34.4% |
| 3Y | +66.5% | -16.8% | +83.3% | +74.8% |
| 5Y | +54.5% | -13.5% | +68.1% | +57.0% |
| 10Y | +144.8% | +137.7% | +7.1% | +44.2% |
| All | +395.7% | +2,083.9% | -1,688.2% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling