+50.5%
RSP vs EFA
+53.1%
-2.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.5% |
| 30D | -2.5% | -1.3% | -1.2% | -1.5% |
| 3M | +3.0% | +5.2% | -2.2% | -1.2% |
| 6M | +8.9% | +9.4% | -0.5% | +0.9% |
| YTD | +13.0% | +12.7% | +0.2% | +1.9% |
| 1Y | +16.2% | +19.3% | -3.0% | 0.0% |
| 3Y | +52.7% | +66.3% | -13.6% | -1.9% |
| 5Y | +50.5% | +53.4% | -2.9% | +2.9% |
| All | +50.5% | +53.1% | -2.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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