+213.1%
EFA vs ET
+1,447.8%
-1,234.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.3% | +5.3% | -6.6% | -2.5% |
| 3M | +5.2% | +15.6% | -10.5% | +1.6% |
| 6M | +9.4% | +20.6% | -11.3% | +4.4% |
| YTD | +12.7% | +38.5% | -25.8% | +4.1% |
| 1Y | +19.3% | +35.7% | -16.5% | +10.6% |
| 3Y | +66.3% | +98.4% | -32.0% | +40.3% |
| 5Y | +53.4% | +245.3% | -191.9% | +12.7% |
| 10Y | +144.4% | +173.7% | -29.3% | +74.9% |
| All | +213.1% | +1,447.8% | -1,234.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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