+393.0%
EFA vs A
+780.2%
-387.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.4% |
| 7D | +1.2% | -2.1% | +3.2% | +1.9% |
| 30D | -0.7% | +0.6% | -1.3% | -1.1% |
| 3M | +6.4% | +10.9% | -4.5% | +1.9% |
| 6M | +11.4% | +28.2% | -16.8% | +0.1% |
| YTD | +14.0% | +8.6% | +5.4% | +8.8% |
| 1Y | +20.2% | +15.5% | +4.7% | +11.6% |
| 3Y | +68.2% | +31.8% | +36.4% | +44.3% |
| 5Y | +54.8% | -14.9% | +69.7% | +53.5% |
| 10Y | +142.4% | +237.8% | -95.4% | +37.2% |
| All | +393.0% | +780.2% | -387.1% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling