+375.9%
EFA vs EXC
+478.9%
-103.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +1.3% | -1.9% | +3.2% | +2.1% |
| 30D | +0.5% | +7.8% | -7.2% | -2.6% |
| 3M | -4.1% | +1.9% | -6.0% | -5.0% |
| 6M | +2.4% | +3.4% | -0.9% | +0.4% |
| YTD | +10.0% | +7.6% | +2.4% | +5.5% |
| 1Y | +11.4% | +2.1% | +9.3% | +9.1% |
| 3Y | +65.4% | +29.6% | +35.8% | +43.5% |
| 5Y | +49.6% | +39.5% | +10.1% | +23.5% |
| 10Y | +144.8% | +200.2% | -55.4% | +35.7% |
| All | +375.9% | +478.9% | -103.0% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling