+1,038.8%
ADI vs EFA
+392.1%
+646.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +2.4% | +1.2% | +1.3% | +1.3% |
| 30D | -6.6% | -0.7% | -5.8% | -5.9% |
| 3M | -9.8% | +6.4% | -16.2% | -14.7% |
| 6M | +15.7% | +11.4% | +4.3% | +4.6% |
| YTD | +35.1% | +14.0% | +21.1% | +19.4% |
| 1Y | +47.7% | +20.2% | +27.5% | +24.3% |
| 3Y | +114.5% | +68.2% | +46.3% | +32.5% |
| 5Y | +141.2% | +54.8% | +86.4% | +63.2% |
| 10Y | +611.3% | +142.4% | +468.9% | +230.0% |
| All | +1,038.8% | +392.1% | +646.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling