+99.3%
EFA vs SE
+562.7%
-463.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.4% | -4.8% | +2.4% | -1.8% |
| 30D | -2.2% | -18.1% | +15.9% | 0.0% |
| 3M | +5.7% | +30.6% | -25.0% | +2.0% |
| 6M | +8.2% | +20.8% | -12.6% | +5.1% |
| YTD | +11.8% | -15.6% | +27.4% | +12.8% |
| 1Y | +18.3% | -44.2% | +62.5% | +24.9% |
| 3Y | +64.9% | +181.5% | -116.6% | +40.7% |
| 5Y | +52.4% | -66.9% | +119.3% | +56.6% |
| All | +99.3% | +562.7% | -463.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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