+376.6%
EFA vs ADM
+866.6%
-490.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.8% |
| 7D | +2.2% | +4.2% | -1.9% | +0.7% |
| 30D | +1.4% | -12.8% | +14.2% | +6.3% |
| 3M | -4.2% | -8.5% | +4.3% | -1.6% |
| 6M | +1.9% | -10.9% | +12.8% | +5.2% |
| YTD | +10.2% | +29.4% | -19.2% | -1.5% |
| 1Y | +12.8% | +27.5% | -14.8% | +1.2% |
| 3Y | +65.2% | +10.3% | +54.9% | +50.1% |
| 5Y | +49.8% | +27.4% | +22.5% | +25.1% |
| 10Y | +145.2% | +134.6% | +10.6% | +54.1% |
| All | +376.6% | +866.6% | -490.0% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling