+52.4%
EFA vs O
+14.0%
+38.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.4% | -3.5% | +1.2% | -1.2% |
| 30D | -2.2% | -3.3% | +1.1% | -1.2% |
| 3M | +5.7% | -2.8% | +8.5% | +6.4% |
| 6M | +8.2% | -5.8% | +13.9% | +10.1% |
| YTD | +11.8% | +9.4% | +2.4% | +7.8% |
| 1Y | +18.3% | +5.7% | +12.6% | +15.4% |
| 3Y | +64.9% | +27.2% | +37.7% | +48.4% |
| 5Y | +52.4% | +17.2% | +35.2% | +42.5% |
| All | +52.4% | +14.0% | +38.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling