+851.2%
EEM vs EFA
+547.7%
+303.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.8% |
| 7D | +2.0% | -0.5% | +2.4% | +2.5% |
| 30D | +5.1% | -1.3% | +6.4% | +6.7% |
| 3M | +4.6% | +5.2% | -0.6% | -1.0% |
| 6M | +17.8% | +9.4% | +8.4% | +7.0% |
| YTD | +25.8% | +12.7% | +13.1% | +10.5% |
| 1Y | +36.4% | +19.3% | +17.1% | +12.3% |
| 3Y | +90.0% | +66.3% | +23.7% | +6.0% |
| 5Y | +46.6% | +53.4% | -6.8% | -11.3% |
| 10Y | +132.3% | +144.4% | -12.2% | -19.4% |
| All | +851.2% | +547.7% | +303.5% | +43.7% |
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 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