+53.7%
EFA vs EW
-29.7%
+83.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.5% | -5.1% | +4.6% | +0.5% |
| 30D | -1.3% | -6.4% | +5.0% | -0.1% |
| 3M | +5.2% | -1.6% | +6.7% | +5.4% |
| 6M | +9.4% | +2.3% | +7.1% | +8.6% |
| YTD | +12.7% | +1.1% | +11.6% | +12.1% |
| 1Y | +19.3% | +8.0% | +11.3% | +17.0% |
| 3Y | +66.3% | +16.3% | +50.0% | +55.1% |
| All | +53.7% | -29.7% | +83.4% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling