+395.7%
EFA vs EXC
+453.6%
-57.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +0.9% | -3.7% | +4.6% | +2.4% |
| 3M | +4.9% | -1.3% | +6.2% | +5.0% |
| 6M | +8.6% | -9.7% | +18.3% | +12.5% |
| YTD | +14.6% | +2.9% | +11.7% | +12.1% |
| 1Y | +22.6% | +4.4% | +18.2% | +19.0% |
| 3Y | +66.5% | +22.2% | +44.3% | +48.1% |
| 5Y | +54.5% | +46.7% | +7.8% | +24.6% |
| 10Y | +144.8% | +155.3% | -10.6% | +45.7% |
| All | +395.7% | +453.6% | -57.9% | +128.3% |
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