+19.3%
EFA vs M
+30.1%
-10.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | -1.3% | -13.6% | +12.3% | +0.8% |
| 3M | +5.2% | -2.3% | +7.5% | +5.1% |
| 6M | +9.4% | +21.9% | -12.6% | +5.6% |
| YTD | +12.7% | -0.6% | +13.3% | +11.2% |
| 1Y | +19.3% | +29.7% | -10.5% | +12.0% |
| All | +19.3% | +30.1% | -10.8% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling