+376.6%
EFA vs EW
+4,893.4%
-4,516.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +2.2% | +4.9% | -2.7% | +1.0% |
| 30D | +1.4% | +23.9% | -22.6% | -4.0% |
| 3M | -4.2% | +15.8% | -19.9% | -7.8% |
| 6M | +1.9% | +31.7% | -29.7% | -5.3% |
| YTD | +10.2% | +25.7% | -15.5% | +3.3% |
| 1Y | +12.8% | +24.4% | -11.7% | +6.0% |
| 3Y | +65.2% | +65.9% | -0.7% | +39.0% |
| 5Y | +49.8% | -7.6% | +57.5% | +44.0% |
| 10Y | +145.2% | +253.2% | -108.0% | +59.6% |
| All | +376.6% | +4,893.4% | -4,516.8% | +38.7% |
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