+141.6%
EFA vs P
+499.9%
-358.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +1.2% | -13.3% | +14.6% | +3.0% |
| 30D | +0.9% | -34.0% | +34.9% | +6.3% |
| 3M | -3.4% | +4.1% | -7.5% | -5.2% |
| 6M | +2.0% | +30.5% | -28.5% | -4.2% |
| YTD | +10.4% | +52.2% | -41.8% | +0.7% |
| 1Y | +13.3% | +10.3% | +3.0% | +7.2% |
| 3Y | +65.9% | +180.9% | -114.9% | +28.8% |
| 5Y | +51.5% | +259.7% | -208.2% | +10.0% |
| 10Y | +144.1% | +652.6% | -508.5% | +49.0% |
| All | +141.6% | +499.9% | -358.3% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling