+12.8%
EFA vs LYB
+47.1%
-34.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -3.0% |
| 7D | -1.6% | -5.7% | +4.1% | -2.0% |
| 30D | -1.5% | +4.6% | -6.0% | -1.1% |
| 3M | -4.4% | +5.5% | -9.9% | -4.0% |
| 6M | +2.2% | -19.1% | +21.3% | +1.2% |
| YTD | +8.6% | +47.1% | -38.4% | +3.0% |
| 1Y | +12.8% | +49.0% | -36.2% | +6.7% |
| All | +12.8% | +47.1% | -34.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling