+376.6%
EFA vs ALL
+1,336.7%
-960.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +5.0% | -2.8% | +0.2% |
| 30D | +1.4% | +13.3% | -11.9% | -3.8% |
| 3M | -4.2% | +3.2% | -7.3% | -5.8% |
| 6M | +1.9% | +25.3% | -23.4% | -8.5% |
| YTD | +10.2% | +30.5% | -20.3% | -3.3% |
| 1Y | +12.8% | +29.2% | -16.4% | -0.7% |
| 3Y | +65.2% | +119.1% | -53.9% | +12.8% |
| 5Y | +49.8% | +162.6% | -112.8% | -8.8% |
| 10Y | +145.2% | +378.8% | -233.6% | +9.0% |
| All | +376.6% | +1,336.7% | -960.1% | +10.9% |
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