+393.0%
EFA vs EWT
+1,309.9%
-916.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.3% |
| 30D | -0.7% | +8.2% | -8.9% | -4.9% |
| 3M | +6.4% | +11.1% | -4.7% | -0.3% |
| 6M | +11.4% | +60.4% | -49.1% | -14.9% |
| YTD | +14.0% | +75.6% | -61.6% | -17.2% |
| 1Y | +20.2% | +91.3% | -71.1% | -16.9% |
| 3Y | +68.2% | +200.3% | -132.1% | -10.4% |
| 5Y | +54.8% | +156.4% | -101.6% | -10.5% |
| 10Y | +142.4% | +495.8% | -353.4% | -11.7% |
| All | +393.0% | +1,309.9% | -916.8% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling