+122.0%
EFA vs FND
+56.5%
+65.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.5% | -5.8% | +4.2% | -0.5% |
| 30D | -1.7% | -20.2% | +18.6% | +2.4% |
| 3M | +3.5% | -12.0% | +15.5% | +5.3% |
| 6M | +9.5% | -18.5% | +28.0% | +12.4% |
| YTD | +12.9% | -22.3% | +35.1% | +16.4% |
| 1Y | +18.2% | -47.6% | +65.8% | +30.8% |
| 3Y | +64.8% | -49.8% | +114.6% | +78.3% |
| 5Y | +53.9% | -63.0% | +116.9% | +69.5% |
| All | +122.0% | +56.5% | +65.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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