+49.0%
ADI vs EFA
+23.1%
+25.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.4% | +0.6% | -0.1% | -0.3% |
| 30D | -3.8% | +0.9% | -4.7% | -4.7% |
| 3M | -15.3% | +4.9% | -20.1% | -19.5% |
| 6M | +6.7% | +8.6% | -1.9% | -1.8% |
| YTD | +34.8% | +14.6% | +20.2% | +13.2% |
| 1Y | +49.0% | +22.6% | +26.4% | +16.6% |
| All | +49.0% | +23.1% | +25.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling