+18.3%
EFA vs SE
-43.9%
+62.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -1.9% |
| 30D | -2.2% | -18.1% | +15.9% | -0.4% |
| 3M | +5.7% | +30.6% | -25.0% | +2.2% |
| 6M | +8.2% | +20.8% | -12.6% | +4.9% |
| YTD | +11.8% | -15.6% | +27.4% | +11.2% |
| 1Y | +18.3% | -44.2% | +62.5% | +20.6% |
| All | +18.3% | -43.9% | +62.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling