-45.3%
C vs EFA
+394.8%
-440.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +3.6% | +0.6% | +3.0% | +2.8% |
| 30D | +0.1% | +0.9% | -0.8% | -1.1% |
| 3M | +2.4% | +4.9% | -2.5% | -4.0% |
| 6M | +24.9% | +8.6% | +16.4% | +11.1% |
| YTD | +19.8% | +14.6% | +5.2% | -1.2% |
| 1Y | +44.9% | +22.6% | +22.2% | +8.9% |
| 3Y | +263.0% | +66.5% | +196.5% | +78.5% |
| 5Y | +129.5% | +54.5% | +75.0% | +24.0% |
| 10Y | +291.6% | +144.8% | +146.8% | +20.0% |
| All | -45.3% | +394.8% | -440.1% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling