+378.9%
EFA vs EXC
+478.6%
-99.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | +1.6% | +8.3% | -6.7% | -1.8% |
| 3M | -3.2% | +2.6% | -5.8% | -4.4% |
| 6M | +2.5% | +5.2% | -2.7% | -0.2% |
| YTD | +10.7% | +7.5% | +3.2% | +6.2% |
| 1Y | +12.8% | +3.2% | +9.6% | +10.0% |
| 3Y | +66.4% | +29.5% | +36.9% | +44.5% |
| 5Y | +51.4% | +39.7% | +11.7% | +24.9% |
| 10Y | +146.3% | +200.1% | -53.8% | +36.5% |
| All | +378.9% | +478.6% | -99.7% | +116.3% |
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