+16.9%
EFA vs ALL
+42.7%
-25.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.8% |
| 7D | +2.0% | +7.5% | -5.6% | +2.7% |
| 30D | +1.6% | +19.7% | -18.1% | +3.7% |
| 3M | -1.5% | +2.9% | -4.4% | -1.3% |
| 6M | +6.6% | +23.5% | -16.9% | +9.2% |
| YTD | +11.8% | +31.1% | -19.3% | +14.8% |
| 1Y | +16.9% | +40.5% | -23.6% | +18.2% |
| All | +16.9% | +42.7% | -25.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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