+377.5%
EFA vs ILMN
+3,862.8%
-3,485.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | +1.2% | -9.8% | +11.0% | +2.6% |
| 30D | +0.9% | -22.7% | +23.7% | +4.1% |
| 3M | -3.4% | +12.1% | -15.4% | -5.7% |
| 6M | +2.0% | +51.5% | -49.5% | -4.9% |
| YTD | +10.4% | +63.9% | -53.5% | +1.4% |
| 1Y | +13.3% | +76.6% | -63.3% | +2.9% |
| 3Y | +65.9% | +124.6% | -58.7% | +41.9% |
| 5Y | +51.5% | -42.7% | +94.2% | +52.8% |
| 10Y | +144.1% | +59.7% | +84.4% | +109.6% |
| All | +377.5% | +3,862.8% | -3,485.3% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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