+54.8%
EFA vs P
+283.1%
-228.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | +1.2% | +7.8% | -6.7% | +0.3% |
| 30D | -0.7% | +12.3% | -13.0% | -2.4% |
| 3M | +6.4% | +37.1% | -30.7% | +1.7% |
| 6M | +11.4% | +66.1% | -54.7% | +3.2% |
| YTD | +14.0% | +50.9% | -36.9% | +6.4% |
| 1Y | +20.2% | +27.2% | -7.0% | +13.3% |
| 3Y | +68.2% | +158.7% | -90.5% | +35.5% |
| 5Y | +54.8% | +291.1% | -236.3% | +13.4% |
| All | +54.8% | +283.1% | -228.3% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling