+49.6%
EFA vs RRC
+132.2%
-82.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.3% | +2.5% | -1.3% | +1.0% |
| 30D | +0.5% | +21.1% | -20.6% | -1.6% |
| 3M | -4.1% | +28.4% | -32.5% | -6.9% |
| 6M | +2.4% | +26.5% | -24.0% | -0.5% |
| YTD | +10.0% | +47.0% | -37.0% | +4.6% |
| 1Y | +11.4% | +35.2% | -23.8% | +6.9% |
| 3Y | +65.4% | +61.0% | +4.4% | +53.5% |
| 5Y | +49.6% | +133.6% | -84.0% | +33.6% |
| All | +49.6% | +132.2% | -82.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling