+64.9%
EFA vs SE
+63.8%
+1.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.3% | -1.5% | +2.7% | +1.4% |
| 30D | +0.5% | -22.3% | +22.8% | +3.1% |
| 3M | -4.1% | -41.8% | +37.7% | +1.3% |
| 6M | +2.4% | -22.4% | +24.8% | +4.5% |
| YTD | +10.0% | -41.6% | +51.6% | +14.9% |
| 1Y | +11.4% | -48.0% | +59.4% | +17.6% |
| All | +64.9% | +63.8% | +1.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling