+366.2%
EFA vs FIX
+36,212.4%
-35,846.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.9% |
| 7D | -1.4% | -17.5% | +16.0% | +1.9% |
| 30D | -1.2% | -41.6% | +40.4% | +9.3% |
| 3M | -5.1% | -40.6% | +35.5% | +4.2% |
| 6M | -1.2% | -49.4% | +48.1% | +11.1% |
| YTD | +7.8% | +9.2% | -1.4% | +2.1% |
| 1Y | +12.2% | +6.5% | +5.7% | +6.4% |
| 3Y | +61.5% | +448.7% | -387.2% | +0.3% |
| 5Y | +45.8% | +948.7% | -903.0% | -23.3% |
| 10Y | +141.8% | +3,659.7% | -3,517.9% | -10.1% |
| All | +366.2% | +36,212.4% | -35,846.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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