+651.5%
ADI vs EFA
+146.6%
+504.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +3.6% |
| 7D | +4.6% | -1.5% | +6.1% | +6.6% |
| 30D | -1.2% | -1.7% | +0.5% | +0.9% |
| 3M | -7.8% | +3.5% | -11.3% | -11.3% |
| 6M | +19.3% | +9.5% | +9.9% | +7.1% |
| YTD | +40.9% | +12.9% | +28.0% | +21.5% |
| 1Y | +54.5% | +18.2% | +36.3% | +26.1% |
| 3Y | +123.4% | +64.8% | +58.6% | +22.1% |
| 5Y | +142.3% | +53.9% | +88.4% | +45.4% |
| All | +651.5% | +146.6% | +504.9% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling