+50.1%
EFA vs ADM
+26.4%
+23.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.3% |
| 7D | +2.2% | +4.2% | -1.9% | +1.6% |
| 30D | +1.4% | -12.8% | +14.2% | +3.4% |
| 3M | -4.2% | -8.5% | +4.3% | -3.1% |
| 6M | +1.9% | -10.9% | +12.8% | +3.3% |
| YTD | +10.2% | +29.4% | -19.2% | +4.5% |
| 1Y | +12.8% | +27.5% | -14.8% | +7.2% |
| 3Y | +65.2% | +10.3% | +54.9% | +58.4% |
| All | +50.1% | +26.4% | +23.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling