+22.6%
EFA vs EXC
+2.6%
+20.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | 0.0% |
| 7D | +0.6% | -0.7% | +1.2% | +0.5% |
| 30D | +0.9% | -4.6% | +5.5% | +0.5% |
| 3M | +4.9% | -2.2% | +7.1% | +4.6% |
| 6M | +8.6% | -10.6% | +19.1% | +8.0% |
| YTD | +14.6% | +1.9% | +12.7% | +15.0% |
| 1Y | +22.6% | +3.4% | +19.2% | +23.5% |
| All | +22.6% | +2.6% | +20.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling