+395.7%
EFA vs M
+140.4%
+255.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +0.6% | +4.7% | -4.1% | -0.4% |
| 30D | +0.9% | -9.6% | +10.5% | +2.9% |
| 3M | +4.9% | +0.9% | +4.0% | +4.3% |
| 6M | +8.6% | +22.3% | -13.7% | +3.5% |
| YTD | +14.6% | +6.5% | +8.1% | +11.9% |
| 1Y | +22.6% | +38.8% | -16.1% | +13.0% |
| 3Y | +66.5% | +115.9% | -49.4% | +32.4% |
| 5Y | +54.5% | +28.6% | +25.9% | +27.5% |
| 10Y | +144.8% | -2.5% | +147.3% | +78.7% |
| All | +395.7% | +140.4% | +255.4% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling