+387.6%
EFA vs RSG
+2,581.0%
-2,193.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.5% | 0.0% | -0.4% | -0.5% |
| 30D | -1.3% | +3.7% | -5.0% | -3.0% |
| 3M | +5.2% | +6.2% | -1.0% | +1.7% |
| 6M | +9.4% | -2.8% | +12.1% | +9.7% |
| YTD | +12.7% | +5.9% | +6.8% | +8.3% |
| 1Y | +19.3% | -1.8% | +21.0% | +18.5% |
| 3Y | +66.3% | +57.5% | +8.8% | +29.7% |
| 5Y | +53.4% | +91.1% | -37.7% | +6.9% |
| 10Y | +144.4% | +428.1% | -283.6% | +1.3% |
| All | +387.6% | +2,581.0% | -2,193.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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