+393.0%
EFA vs NSC
+2,720.1%
-2,327.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | -1.5% | +2.7% | +1.8% |
| 30D | -0.7% | -1.9% | +1.2% | 0.0% |
| 3M | +6.4% | +6.2% | +0.2% | +3.5% |
| 6M | +11.4% | +9.2% | +2.2% | +6.8% |
| YTD | +14.0% | +15.0% | -1.0% | +6.8% |
| 1Y | +20.2% | +21.1% | -0.9% | +10.3% |
| 3Y | +68.2% | +78.6% | -10.4% | +28.1% |
| 5Y | +54.8% | +45.9% | +8.9% | +26.0% |
| 10Y | +142.4% | +326.9% | -184.5% | +19.1% |
| All | +393.0% | +2,720.1% | -2,327.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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