-51.2%
C vs EFA
+376.6%
-427.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.0% |
| 7D | -0.4% | +1.2% | -1.6% | -2.0% |
| 30D | -5.2% | +0.9% | -6.1% | -6.4% |
| 3M | -9.1% | -3.4% | -5.7% | -4.9% |
| 6M | -1.6% | +2.0% | -3.6% | -4.3% |
| YTD | +6.9% | +10.4% | -3.4% | -7.3% |
| 1Y | +23.0% | +13.3% | +9.7% | +3.0% |
| 3Y | +216.1% | +65.9% | +150.2% | +56.0% |
| 5Y | +112.2% | +51.5% | +60.8% | +17.7% |
| 10Y | +208.8% | +144.1% | +64.7% | -5.1% |
| All | -51.2% | +376.6% | -427.8% | -93.0% |
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