+146.5%
EFA vs NDAQ
+471.8%
-325.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | +1.3% | +1.0% | +1.8% |
| 30D | +1.4% | +18.0% | -16.6% | -4.7% |
| 3M | -4.2% | +11.5% | -15.7% | -8.2% |
| 6M | +1.9% | +21.1% | -19.2% | -5.9% |
| YTD | +10.2% | +12.8% | -2.6% | +3.9% |
| 1Y | +12.8% | +25.7% | -12.9% | +1.8% |
| 3Y | +65.2% | +116.8% | -51.6% | +17.1% |
| 5Y | +49.8% | +67.3% | -17.4% | +16.2% |
| All | +146.5% | +471.8% | -325.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling