+142.8%
EFA vs O
+54.0%
+88.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | -2.9% | +1.3% | -0.6% |
| 30D | -1.7% | -4.5% | +2.9% | -0.2% |
| 3M | +3.5% | -2.6% | +6.1% | +4.2% |
| 6M | +9.5% | -5.6% | +15.1% | +11.3% |
| YTD | +12.9% | +9.3% | +3.6% | +9.3% |
| 1Y | +18.2% | +4.3% | +13.9% | +16.1% |
| 3Y | +64.8% | +27.4% | +37.4% | +50.2% |
| 5Y | +53.9% | +17.1% | +36.8% | +43.4% |
| All | +142.8% | +54.0% | +88.7% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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