+64.9%
EFA vs RRC
+58.8%
+6.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +1.3% | +2.5% | -1.3% | +1.1% |
| 30D | +0.5% | +21.1% | -20.6% | -1.1% |
| 3M | -4.1% | +28.4% | -32.5% | -6.2% |
| 6M | +2.4% | +26.5% | -24.0% | +0.3% |
| YTD | +10.0% | +47.0% | -37.0% | +5.1% |
| 1Y | +11.4% | +35.2% | -23.8% | +7.6% |
| All | +64.9% | +58.8% | +6.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling