+140.4%
EFA vs M
-10.0%
+150.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.2% |
| 7D | -2.4% | -8.8% | +6.4% | -1.2% |
| 30D | -2.2% | -16.4% | +14.1% | -0.1% |
| 3M | +5.7% | -10.8% | +16.5% | +7.0% |
| 6M | +8.2% | +16.1% | -7.9% | +5.7% |
| YTD | +11.8% | -5.3% | +17.0% | +11.8% |
| 1Y | +18.3% | +24.9% | -6.6% | +14.0% |
| 3Y | +64.9% | +97.5% | -32.6% | +45.3% |
| 5Y | +52.4% | +20.4% | +32.0% | +37.9% |
| All | +140.4% | -10.0% | +150.4% | +87.3% |
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