+440.5%
EFA vs NDAQ
+2,327.9%
-1,887.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | +0.9% | +2.5% | -1.6% | +0.1% |
| 3M | +4.9% | +9.9% | -5.1% | +1.7% |
| 6M | +8.6% | +9.4% | -0.9% | +5.2% |
| YTD | +14.6% | +0.4% | +14.2% | +13.4% |
| 1Y | +22.6% | +4.0% | +18.6% | +19.9% |
| 3Y | +66.5% | +94.4% | -27.9% | +35.4% |
| 5Y | +54.5% | +56.7% | -2.2% | +32.1% |
| 10Y | +144.8% | +375.3% | -230.5% | +52.8% |
| All | +440.5% | +2,327.9% | -1,887.4% | +157.5% |
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