+55.1%
EFA vs EXC
+46.8%
+8.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | -0.7% | -2.7% | +2.0% | -0.2% |
| 3M | +6.4% | -1.0% | +7.4% | +6.4% |
| 6M | +11.4% | -9.3% | +20.6% | +13.3% |
| YTD | +14.0% | +3.6% | +10.4% | +12.5% |
| 1Y | +20.2% | +5.9% | +14.3% | +17.8% |
| 3Y | +68.2% | +21.3% | +46.9% | +58.1% |
| All | +55.1% | +46.8% | +8.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling