+377.5%
EFA vs ALL
+1,301.7%
-924.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.7% |
| 7D | +1.2% | -0.1% | +1.4% | +1.2% |
| 30D | +0.9% | +13.8% | -12.9% | -4.4% |
| 3M | -3.4% | -2.8% | -0.6% | -2.8% |
| 6M | +2.0% | +23.7% | -21.7% | -7.9% |
| YTD | +10.4% | +27.3% | -16.9% | -2.1% |
| 1Y | +13.3% | +30.5% | -17.3% | -0.8% |
| 3Y | +65.9% | +113.0% | -47.1% | +14.7% |
| 5Y | +51.5% | +157.6% | -106.1% | -7.1% |
| 10Y | +144.1% | +368.4% | -224.3% | +9.5% |
| All | +377.5% | +1,301.7% | -924.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling