+63.2%
EFA vs EW
+17.2%
+46.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.4% | -3.4% | +1.0% | -1.9% |
| 30D | -2.2% | -7.4% | +5.1% | -1.3% |
| 3M | +5.7% | +0.9% | +4.8% | +5.4% |
| 6M | +8.2% | +1.2% | +7.0% | +7.8% |
| YTD | +11.8% | +1.8% | +10.0% | +11.2% |
| 1Y | +18.3% | +10.8% | +7.4% | +16.5% |
| All | +63.2% | +17.2% | +46.0% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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