+64.8%
EFA vs AZO
+10.0%
+54.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.5% | -3.6% | +2.0% | -1.1% |
| 30D | -1.7% | -5.6% | +3.9% | -1.1% |
| 3M | +3.5% | -6.6% | +10.1% | +4.1% |
| 6M | +9.5% | -22.5% | +32.0% | +12.9% |
| YTD | +12.9% | -15.2% | +28.0% | +15.0% |
| 1Y | +18.2% | -33.9% | +52.1% | +24.7% |
| 3Y | +64.8% | +11.8% | +53.0% | +60.4% |
| All | +64.8% | +10.0% | +54.8% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling