+128.5%
EEM vs EFA
+146.6%
-18.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.3% |
| 7D | -1.3% | -1.5% | +0.3% | +0.3% |
| 30D | +2.1% | -1.7% | +3.7% | +3.8% |
| 3M | +1.0% | +3.5% | -2.5% | -2.2% |
| 6M | +15.9% | +9.5% | +6.4% | +6.6% |
| YTD | +24.6% | +12.9% | +11.8% | +11.3% |
| 1Y | +32.3% | +18.2% | +14.1% | +12.9% |
| 3Y | +85.9% | +64.8% | +21.1% | +13.7% |
| 5Y | +45.4% | +53.9% | -8.5% | -4.7% |
| All | +128.5% | +146.6% | -18.0% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling