+395.7%
EFA vs EW
+4,089.5%
-3,693.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +0.9% | +1.0% | -0.2% | +0.5% |
| 3M | +4.9% | +2.8% | +2.1% | +4.0% |
| 6M | +8.6% | +5.5% | +3.1% | +6.7% |
| YTD | +14.6% | +5.5% | +9.2% | +12.5% |
| 1Y | +22.6% | +11.0% | +11.6% | +18.6% |
| 3Y | +66.5% | +17.7% | +48.8% | +53.1% |
| 5Y | +54.5% | -25.7% | +80.3% | +57.0% |
| 10Y | +144.8% | +132.8% | +12.0% | +76.6% |
| All | +395.7% | +4,089.5% | -3,693.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling