+52.7%
EFA vs INDA
+5.7%
+47.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.3% |
| 7D | -1.5% | -2.7% | +1.2% | +0.3% |
| 30D | -1.7% | -2.8% | +1.1% | +0.2% |
| 3M | +3.5% | +1.6% | +1.9% | +2.3% |
| 6M | +9.5% | -1.4% | +10.9% | +10.4% |
| YTD | +12.9% | -10.1% | +23.0% | +21.0% |
| 1Y | +18.2% | -8.8% | +27.0% | +25.2% |
| 3Y | +64.8% | +7.6% | +57.2% | +51.6% |
| All | +52.7% | +5.7% | +47.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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