+132.0%
C vs EFA
+53.1%
+78.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.9% |
| 7D | +2.6% | -0.5% | +3.0% | +3.1% |
| 30D | +1.9% | -1.3% | +3.3% | +3.3% |
| 3M | +2.8% | +5.2% | -2.4% | -2.5% |
| 6M | +30.6% | +9.4% | +21.2% | +18.5% |
| YTD | +19.9% | +12.7% | +7.2% | +5.3% |
| 1Y | +44.6% | +19.3% | +25.3% | +19.5% |
| 3Y | +272.1% | +66.3% | +205.8% | +115.4% |
| 5Y | +132.0% | +53.4% | +78.6% | +44.9% |
| All | +132.0% | +53.1% | +78.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling