+64.8%
EFA vs EWT
+198.4%
-133.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | -1.7% | +4.5% | -6.1% | -3.5% |
| 3M | +3.5% | +8.3% | -4.8% | -0.6% |
| 6M | +9.5% | +54.2% | -44.8% | -11.4% |
| YTD | +12.9% | +74.6% | -61.7% | -13.8% |
| 1Y | +18.2% | +84.9% | -66.7% | -12.3% |
| 3Y | +64.8% | +197.5% | -132.7% | -8.2% |
| All | +64.8% | +198.4% | -133.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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