+25.7%
C vs EFA
+11.8%
+13.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +4.2% | +2.2% | +1.9% | +2.0% |
| 30D | +2.0% | +1.4% | +0.6% | +0.8% |
| 3M | -10.1% | -4.2% | -6.0% | -6.5% |
| 6M | +1.0% | +1.9% | -0.9% | -0.6% |
| YTD | +8.5% | +10.2% | -1.7% | -3.3% |
| 1Y | +25.7% | +12.8% | +13.0% | +9.3% |
| All | +25.7% | +11.8% | +13.9% | +9.3% |
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 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