+144.4%
EFA vs P
+694.3%
-549.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.5% |
| 7D | -0.5% | +5.0% | -5.5% | -1.2% |
| 30D | -1.3% | -0.9% | -0.4% | -1.6% |
| 3M | +5.2% | +38.7% | -33.5% | -0.6% |
| 6M | +9.4% | +54.4% | -45.0% | +0.8% |
| YTD | +12.7% | +44.8% | -32.1% | +4.3% |
| 1Y | +19.3% | +22.5% | -3.3% | +11.7% |
| 3Y | +66.3% | +148.2% | -81.9% | +31.6% |
| 5Y | +53.4% | +268.9% | -215.6% | +10.1% |
| 10Y | +144.4% | +696.9% | -552.4% | +50.1% |
| All | +144.4% | +694.3% | -549.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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