+377.5%
EFA vs M
+163.8%
+213.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.2% | +5.0% | -3.8% | +0.2% |
| 30D | +0.9% | +10.6% | -9.7% | -1.3% |
| 3M | -3.4% | +1.6% | -5.0% | -4.1% |
| 6M | +2.0% | +30.8% | -28.9% | -4.3% |
| YTD | +10.4% | +16.9% | -6.5% | +5.5% |
| 1Y | +13.3% | +26.3% | -13.0% | +6.3% |
| 3Y | +65.9% | +158.6% | -92.7% | +27.0% |
| 5Y | +51.5% | +2.1% | +49.4% | +32.8% |
| 10Y | +144.1% | -4.3% | +148.4% | +80.6% |
| All | +377.5% | +163.8% | +213.7% | +99.0% |
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 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