+50.1%
EFA vs PL
+31.5%
+18.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +2.2% | +10.0% | -7.8% | +1.5% |
| 30D | +1.4% | -2.3% | +3.6% | +1.3% |
| 3M | -4.2% | -44.2% | +40.0% | -0.4% |
| 6M | +1.9% | -66.1% | +68.0% | +8.9% |
| YTD | +10.2% | -30.0% | +40.2% | +10.2% |
| 1Y | +12.8% | +21.0% | -8.3% | +7.5% |
| 3Y | +65.2% | +516.5% | -451.3% | +28.4% |
| All | +50.1% | +31.5% | +18.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling