+222.6%
EFA vs LYB
+624.6%
-402.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -1.7% | +2.5% | -4.1% | -2.5% |
| 3M | +3.5% | +1.4% | +2.1% | +2.4% |
| 6M | +9.5% | -3.5% | +13.0% | +7.9% |
| YTD | +12.9% | +52.0% | -39.1% | -4.6% |
| 1Y | +18.2% | +22.1% | -3.9% | +6.5% |
| 3Y | +64.8% | -22.8% | +87.6% | +68.6% |
| 5Y | +53.9% | -3.4% | +57.3% | +43.5% |
| 10Y | +144.8% | +47.4% | +97.4% | +78.3% |
| All | +222.6% | +624.6% | -402.0% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling