+64.6%
EFA vs NDAQ
+90.0%
-25.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | -1.3% | -1.5% | +0.1% | -1.0% |
| 3M | +5.2% | +8.0% | -2.8% | +3.1% |
| 6M | +9.4% | +7.7% | +1.6% | +6.9% |
| YTD | +12.7% | -2.3% | +15.1% | +13.1% |
| 1Y | +19.3% | +0.6% | +18.7% | +18.4% |
| All | +64.6% | +90.0% | -25.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling