+124.8%
AAPL vs EFA
+51.0%
+73.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.3% |
| 7D | -0.5% | -2.4% | +1.9% | +1.6% |
| 30D | +7.1% | -2.2% | +9.4% | +9.2% |
| 3M | +12.1% | +5.7% | +6.4% | +6.2% |
| 6M | +25.4% | +8.2% | +17.3% | +15.7% |
| YTD | +20.5% | +11.8% | +8.7% | +7.2% |
| 1Y | +44.5% | +18.3% | +26.2% | +21.5% |
| 3Y | +85.8% | +64.9% | +20.8% | +10.6% |
| 5Y | +124.8% | +52.4% | +72.4% | +47.7% |
| All | +124.8% | +51.0% | +73.8% | +47.7% |
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