+419.7%
EFA vs NDAQ
+2,627.5%
-2,207.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | +1.3% | +1.0% | +1.9% |
| 30D | +1.4% | +18.0% | -16.6% | -3.3% |
| 3M | -4.2% | +11.5% | -15.7% | -7.2% |
| 6M | +1.9% | +21.1% | -19.2% | -4.0% |
| YTD | +10.2% | +12.8% | -2.6% | +5.3% |
| 1Y | +12.8% | +25.7% | -12.9% | +4.5% |
| 3Y | +65.2% | +116.8% | -51.6% | +30.3% |
| 5Y | +49.8% | +67.3% | -17.4% | +25.7% |
| 10Y | +145.2% | +473.3% | -328.2% | +45.3% |
| All | +419.7% | +2,627.5% | -2,207.9% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling