+146.5%
EFA vs EXPE
+123.5%
+23.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +1.4% | -6.1% | +7.5% | +2.2% |
| 3M | -4.2% | -21.3% | +17.2% | -0.4% |
| 6M | +1.9% | +19.0% | -17.1% | -2.8% |
| YTD | +10.2% | -8.4% | +18.6% | +9.3% |
| 1Y | +12.8% | -2.8% | +15.6% | +10.3% |
| 3Y | +65.2% | +120.8% | -55.5% | +30.4% |
| 5Y | +49.8% | +46.2% | +3.6% | +24.4% |
| All | +146.5% | +123.5% | +23.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling