+375.9%
EFA vs GEN
+1,507.3%
-1,131.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +1.3% | -3.0% | +4.2% | +2.0% |
| 30D | +0.5% | +24.7% | -24.2% | -5.1% |
| 3M | -4.1% | +4.1% | -8.3% | -6.0% |
| 6M | +2.4% | +36.0% | -33.6% | -6.5% |
| YTD | +10.0% | +10.9% | -0.8% | +4.9% |
| 1Y | +11.4% | +12.2% | -0.8% | +5.8% |
| 3Y | +65.4% | +63.3% | +2.1% | +40.9% |
| 5Y | +49.6% | +29.0% | +20.6% | +32.1% |
| 10Y | +144.8% | +147.5% | -2.7% | +67.8% |
| All | +375.9% | +1,507.3% | -1,131.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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