+294.7%
C vs EFA
+141.5%
+153.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +2.2% |
| 7D | +2.6% | -0.5% | +3.0% | +3.2% |
| 30D | +1.9% | -1.3% | +3.3% | +3.7% |
| 3M | +2.8% | +5.2% | -2.4% | -3.9% |
| 6M | +30.6% | +9.4% | +21.2% | +15.3% |
| YTD | +19.9% | +12.7% | +7.2% | +1.5% |
| 1Y | +44.6% | +19.3% | +25.3% | +13.4% |
| 3Y | +272.1% | +66.3% | +205.8% | +83.9% |
| 5Y | +132.0% | +53.4% | +78.6% | +29.0% |
| 10Y | +294.7% | +144.4% | +150.2% | +21.5% |
| All | +294.7% | +141.5% | +153.2% | +21.5% |
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