+62.5%
EFA vs PL
+84.9%
-22.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.6% | -9.3% | +9.9% | +1.3% |
| 30D | +0.9% | -18.9% | +19.8% | +2.3% |
| 3M | +4.9% | -58.4% | +63.2% | +10.9% |
| 6M | +8.6% | -30.3% | +38.9% | +9.6% |
| YTD | +14.6% | -8.1% | +22.7% | +12.7% |
| 1Y | +22.6% | +180.5% | -157.9% | +8.6% |
| 3Y | +66.5% | +444.1% | -377.6% | +31.7% |
| 5Y | +54.5% | +83.0% | -28.5% | +26.6% |
| All | +62.5% | +84.9% | -22.4% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling