+11.4%
EFA vs ALB
-9.0%
+20.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | +1.3% | -3.6% | +4.9% | +1.6% |
| 30D | +0.5% | -2.9% | +3.4% | +0.7% |
| 3M | -4.1% | -25.8% | +21.7% | -1.6% |
| 6M | +2.4% | -53.6% | +56.0% | +9.6% |
| YTD | +10.0% | -32.4% | +42.4% | +13.5% |
| 1Y | +11.4% | -13.0% | +24.4% | +13.4% |
| All | +11.4% | -9.0% | +20.4% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling