+140.4%
EFA vs B
+209.1%
-68.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -2.4% | -5.0% | +2.7% | -1.7% |
| 30D | -2.2% | +8.7% | -11.0% | -3.5% |
| 3M | +5.7% | +17.3% | -11.6% | +3.0% |
| 6M | +8.2% | -5.0% | +13.2% | +8.2% |
| YTD | +11.8% | +1.4% | +10.3% | +10.6% |
| 1Y | +18.3% | +50.5% | -32.2% | +10.6% |
| 3Y | +64.9% | +194.4% | -129.4% | +39.7% |
| 5Y | +52.4% | +156.7% | -104.3% | +29.4% |
| All | +140.4% | +209.1% | -68.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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