+57.4%
EFA vs PL
+46.6%
+10.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.5% | -11.5% | +2.0% |
| 7D | +1.2% | +10.9% | -9.7% | +0.3% |
| 30D | +1.5% | -16.4% | +17.9% | +2.6% |
| 3M | -3.3% | -39.9% | +36.6% | -0.1% |
| 6M | +2.6% | -63.2% | +65.8% | +8.9% |
| YTD | +11.0% | -27.1% | +38.2% | +10.7% |
| 1Y | +15.1% | +12.2% | +2.9% | +10.3% |
| 3Y | +67.6% | +584.3% | -516.6% | +29.1% |
| 5Y | +50.5% | +37.0% | +13.5% | +25.7% |
| All | +57.4% | +46.6% | +10.8% | +30.4% |
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