+395.7%
EFA vs ALL
+1,293.4%
-897.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +0.9% | -1.5% | +2.3% | +1.3% |
| 3M | +4.9% | +23.6% | -18.8% | -4.8% |
| 6M | +8.6% | +22.3% | -13.8% | -1.3% |
| YTD | +14.6% | +26.5% | -11.9% | +2.3% |
| 1Y | +22.6% | +27.0% | -4.4% | +8.8% |
| 3Y | +66.5% | +149.6% | -83.1% | +7.5% |
| 5Y | +54.5% | +118.1% | -63.5% | +2.4% |
| 10Y | +144.8% | +369.0% | -224.2% | +10.1% |
| All | +395.7% | +1,293.4% | -897.7% | +17.2% |
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