+375.9%
EFA vs ALB
+1,224.6%
-848.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +1.3% | -3.6% | +4.9% | +2.3% |
| 30D | +0.5% | -2.9% | +3.4% | +1.1% |
| 3M | -4.1% | -25.8% | +21.7% | +3.6% |
| 6M | +2.4% | -53.6% | +56.0% | +25.8% |
| YTD | +10.0% | -32.4% | +42.4% | +18.1% |
| 1Y | +11.4% | -13.0% | +24.4% | +10.4% |
| 3Y | +65.4% | -15.0% | +80.4% | +46.7% |
| 5Y | +49.6% | -63.5% | +113.1% | +63.4% |
| 10Y | +144.8% | +34.7% | +110.1% | +37.6% |
| All | +375.9% | +1,224.6% | -848.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling