+52.4%
EFA vs FND
-62.8%
+115.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | -2.4% | -5.1% | +2.7% | -1.5% |
| 30D | -2.2% | -22.5% | +20.3% | +2.2% |
| 3M | +5.7% | -5.0% | +10.7% | +5.9% |
| 6M | +8.2% | -21.5% | +29.7% | +11.7% |
| YTD | +11.8% | -23.0% | +34.8% | +15.4% |
| 1Y | +18.3% | -44.9% | +63.2% | +29.3% |
| 3Y | +64.9% | -50.0% | +114.9% | +77.9% |
| 5Y | +52.4% | -63.3% | +115.7% | +65.5% |
| All | +52.4% | -62.8% | +115.2% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling