+142.8%
EFA vs ADSK
+222.2%
-79.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -1.7% | -14.9% | +13.2% | +2.0% |
| 3M | +3.5% | +3.3% | +0.2% | +1.7% |
| 6M | +9.5% | -15.7% | +25.1% | +12.6% |
| YTD | +12.9% | -28.2% | +41.1% | +20.6% |
| 1Y | +18.2% | -34.5% | +52.8% | +29.3% |
| 3Y | +64.8% | -2.9% | +67.7% | +59.0% |
| 5Y | +53.9% | -25.3% | +79.2% | +53.6% |
| All | +142.8% | +222.2% | -79.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling