+142.8%
EFA vs IT
+103.1%
+39.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -0.1% |
| 7D | -1.5% | -3.7% | +2.1% | -0.8% |
| 30D | -1.7% | +0.1% | -1.7% | -1.9% |
| 3M | +3.5% | +20.7% | -17.2% | -2.3% |
| 6M | +9.5% | +12.0% | -2.5% | +4.2% |
| YTD | +12.9% | -28.8% | +41.7% | +19.6% |
| 1Y | +18.2% | -25.5% | +43.7% | +23.0% |
| 3Y | +64.8% | -48.8% | +113.6% | +84.7% |
| 5Y | +53.9% | -42.7% | +96.6% | +62.9% |
| All | +142.8% | +103.1% | +39.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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