+393.0%
EFA vs IT
+1,652.2%
-1,259.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +1.5% |
| 7D | +1.2% | -9.1% | +10.3% | +3.7% |
| 30D | -0.7% | -7.0% | +6.3% | +0.9% |
| 3M | +6.4% | +7.6% | -1.2% | +1.9% |
| 6M | +11.4% | +2.1% | +9.3% | +7.0% |
| YTD | +14.0% | -31.6% | +45.6% | +21.7% |
| 1Y | +20.2% | -29.9% | +50.1% | +26.5% |
| 3Y | +68.2% | -51.3% | +119.5% | +91.2% |
| 5Y | +54.8% | -44.8% | +99.6% | +65.9% |
| 10Y | +142.4% | +91.4% | +51.0% | +65.3% |
| All | +393.0% | +1,652.2% | -1,259.1% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling