+293.3%
EFA vs MKTX
+1,443.5%
-1,150.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.2% | +0.8% | -3.1% | -2.4% |
| 3M | +5.7% | +41.1% | -35.5% | -2.6% |
| 6M | +8.2% | -9.5% | +17.7% | +9.2% |
| YTD | +11.8% | -8.7% | +20.5% | +12.4% |
| 1Y | +18.3% | -10.0% | +28.3% | +19.0% |
| 3Y | +64.9% | -24.6% | +89.5% | +68.0% |
| 5Y | +52.4% | -60.3% | +112.7% | +74.7% |
| 10Y | +142.4% | +5.0% | +137.3% | +111.9% |
| All | +293.3% | +1,443.5% | -1,150.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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