+68.2%
EFA vs B
+197.9%
-129.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.7% |
| 30D | -0.7% | +1.4% | -2.1% | -1.1% |
| 3M | +6.4% | +12.2% | -5.8% | +3.7% |
| 6M | +11.4% | -2.1% | +13.5% | +10.6% |
| YTD | +14.0% | +2.9% | +11.1% | +11.9% |
| 1Y | +20.2% | +55.3% | -35.1% | +9.2% |
| 3Y | +68.2% | +198.7% | -130.5% | +33.9% |
| All | +68.2% | +197.9% | -129.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling