+65.9%
EFA vs M
+155.4%
-89.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +1.2% | +5.0% | -3.8% | +0.6% |
| 30D | +0.9% | +10.6% | -9.7% | -0.4% |
| 3M | -3.4% | +1.6% | -5.0% | -3.8% |
| 6M | +2.0% | +30.8% | -28.9% | -1.6% |
| YTD | +10.4% | +16.9% | -6.5% | +7.5% |
| 1Y | +13.3% | +26.3% | -13.0% | +9.2% |
| 3Y | +65.9% | +158.6% | -92.7% | +47.2% |
| All | +65.9% | +155.4% | -89.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling