+63.2%
EFA vs A
+28.1%
+35.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.4% |
| 30D | -2.2% | -4.3% | +2.0% | -1.4% |
| 3M | +5.7% | +8.9% | -3.3% | +3.4% |
| 6M | +8.2% | +24.5% | -16.3% | +2.1% |
| YTD | +11.8% | +5.8% | +6.0% | +9.7% |
| 1Y | +18.3% | +16.2% | +2.1% | +13.1% |
| All | +63.2% | +28.1% | +35.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling