+45.5%
C vs EFA
+17.9%
+27.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.3% |
| 7D | +0.3% | -2.4% | +2.6% | +2.4% |
| 30D | +2.0% | -2.2% | +4.3% | +4.1% |
| 3M | +4.4% | +5.7% | -1.3% | -0.6% |
| 6M | +28.3% | +8.2% | +20.2% | +18.9% |
| YTD | +20.5% | +11.8% | +8.7% | +7.1% |
| 1Y | +45.5% | +18.3% | +27.3% | +24.9% |
| All | +45.5% | +17.9% | +27.6% | +24.9% |
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 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