+142.8%
EFA vs ALL
+365.1%
-222.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -2.3% | +0.7% | -0.9% |
| 30D | -1.7% | -0.4% | -1.2% | -1.6% |
| 3M | +3.5% | +16.0% | -12.5% | -1.7% |
| 6M | +9.5% | +24.6% | -15.1% | +1.3% |
| YTD | +12.9% | +23.7% | -10.8% | +4.3% |
| 1Y | +18.2% | +27.7% | -9.5% | +7.8% |
| 3Y | +64.8% | +150.2% | -85.4% | +15.2% |
| 5Y | +53.9% | +117.1% | -63.2% | +10.5% |
| All | +142.8% | +365.1% | -222.3% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling