+18.3%
EFA vs EXC
+4.5%
+13.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | -2.4% | -1.6% | -0.7% | -2.5% |
| 30D | -2.2% | -2.4% | +0.1% | -2.4% |
| 3M | +5.7% | -4.0% | +9.6% | +5.3% |
| 6M | +8.2% | -9.8% | +18.0% | +7.7% |
| YTD | +11.8% | +2.3% | +9.5% | +12.2% |
| 1Y | +18.3% | +3.8% | +14.5% | +19.4% |
| All | +18.3% | +4.5% | +13.8% | +19.4% |
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