+142.8%
EFA vs EXC
+158.0%
-15.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -1.7% | -3.6% | +2.0% | -0.5% |
| 3M | +3.5% | -4.3% | +7.8% | +4.7% |
| 6M | +9.5% | -9.9% | +19.4% | +12.7% |
| YTD | +12.9% | +1.8% | +11.1% | +11.3% |
| 1Y | +18.2% | +2.9% | +15.3% | +15.9% |
| 3Y | +64.8% | +19.1% | +45.7% | +51.5% |
| 5Y | +53.9% | +44.8% | +9.1% | +29.4% |
| All | +142.8% | +158.0% | -15.2% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling