+63.7%
IEFA vs RRC
+31.5%
+32.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | -2.4% | -1.2% | -1.3% | -2.3% |
| 30D | -2.1% | +3.0% | -5.1% | -2.4% |
| 3M | +5.5% | +7.3% | -1.7% | +4.8% |
| 6M | +8.1% | +3.6% | +4.6% | +7.4% |
| YTD | +11.9% | +19.4% | -7.4% | +8.9% |
| 1Y | +18.1% | +21.4% | -3.3% | +14.3% |
| All | +63.7% | +31.5% | +32.3% | +53.8% |
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