+376.6%
EFA vs O
+1,490.9%
-1,114.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +1.4% | +7.1% | -5.7% | -1.2% |
| 3M | -4.2% | -5.2% | +1.1% | -2.3% |
| 6M | +1.9% | -1.8% | +3.7% | +2.2% |
| YTD | +10.2% | +9.1% | +1.1% | +6.2% |
| 1Y | +12.8% | +9.7% | +3.1% | +8.4% |
| 3Y | +65.2% | +39.1% | +26.1% | +44.0% |
| 5Y | +49.8% | +8.4% | +41.5% | +42.2% |
| 10Y | +145.2% | +80.2% | +65.0% | +80.2% |
| All | +376.6% | +1,490.9% | -1,114.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling