+52.8%
EFA vs PL
+28.1%
+24.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.5% |
| 7D | -1.4% | -6.8% | +5.4% | -1.0% |
| 30D | -1.2% | -29.3% | +28.1% | +1.1% |
| 3M | -5.1% | -44.8% | +39.7% | -1.3% |
| 6M | -1.2% | -68.4% | +67.1% | +6.0% |
| YTD | +7.8% | -36.4% | +44.1% | +8.6% |
| 1Y | +12.2% | +0.7% | +11.4% | +8.4% |
| 3Y | +61.5% | +455.3% | -393.8% | +26.5% |
| 5Y | +45.8% | +22.7% | +23.1% | +22.7% |
| All | +52.8% | +28.1% | +24.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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