+146.5%
EFA vs M
-7.1%
+153.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | +2.2% | +7.0% | -4.8% | +1.3% |
| 30D | +1.4% | +8.9% | -7.5% | +0.2% |
| 3M | -4.2% | +4.5% | -8.7% | -4.9% |
| 6M | +1.9% | +36.2% | -34.3% | -2.5% |
| YTD | +10.2% | +15.1% | -4.9% | +7.4% |
| 1Y | +12.8% | +27.4% | -14.7% | +8.4% |
| 3Y | +65.2% | +160.1% | -94.9% | +40.5% |
| 5Y | +49.8% | -1.6% | +51.4% | +39.3% |
| All | +146.5% | -7.1% | +153.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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