+20.2%
EFA vs PL
+131.1%
-110.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +1.2% | -7.5% | +8.7% | +1.5% |
| 30D | -0.7% | -25.6% | +24.8% | +0.6% |
| 3M | +6.4% | -45.6% | +52.0% | +9.1% |
| 6M | +11.4% | -29.5% | +40.9% | +13.2% |
| YTD | +14.0% | -9.7% | +23.7% | +14.4% |
| 1Y | +20.2% | +84.4% | -64.2% | +16.4% |
| All | +20.2% | +131.1% | -110.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling