-1.7%
ASML vs EFA
+2.4%
-4.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.2% |
| 7D | +2.5% | -1.0% | +3.6% | +5.1% |
| 30D | -12.2% | +1.6% | -13.8% | -14.5% |
| 3M | -14.6% | -3.2% | -11.4% | -7.6% |
| 6M | -1.7% | +2.5% | -4.2% | -6.9% |
| All | -1.7% | +2.4% | -4.2% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling