+375.9%
EFA vs A
+938.5%
-562.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +0.5% | +0.8% | -0.3% | +0.1% |
| 3M | -4.1% | +16.9% | -21.0% | -9.8% |
| 6M | +2.4% | +53.8% | -51.3% | -13.9% |
| YTD | +10.0% | +28.1% | -18.1% | -1.5% |
| 1Y | +11.4% | +15.0% | -3.6% | +3.7% |
| 3Y | +65.4% | +63.1% | +2.3% | +31.0% |
| 5Y | +49.6% | +11.5% | +38.2% | +34.0% |
| 10Y | +144.8% | +303.2% | -158.4% | +29.7% |
| All | +375.9% | +938.5% | -562.6% | +59.5% |
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