+140.4%
EFA vs ALB
+84.6%
+55.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -2.4% | -7.6% | +5.2% | -1.0% |
| 30D | -2.2% | -5.6% | +3.4% | -1.4% |
| 3M | +5.7% | -16.8% | +22.5% | +8.6% |
| 6M | +8.2% | -26.3% | +34.5% | +12.6% |
| YTD | +11.8% | -13.2% | +25.0% | +12.2% |
| 1Y | +18.3% | +68.8% | -50.5% | +4.0% |
| 3Y | +64.9% | -30.7% | +95.6% | +62.8% |
| 5Y | +52.4% | -46.3% | +98.7% | +52.0% |
| All | +140.4% | +84.6% | +55.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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