+54.8%
EFA vs M
+24.8%
+30.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | -0.7% | -11.6% | +10.9% | +0.8% |
| 3M | +6.4% | +1.6% | +4.8% | +5.9% |
| 6M | +11.4% | +25.2% | -13.8% | +7.8% |
| YTD | +14.0% | +3.8% | +10.2% | +12.7% |
| 1Y | +20.2% | +36.3% | -16.1% | +14.6% |
| 3Y | +68.2% | +116.3% | -48.1% | +45.6% |
| 5Y | +54.8% | +28.2% | +26.6% | +43.5% |
| All | +54.8% | +24.8% | +30.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling