+49.6%
EFA vs SE
-78.1%
+127.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -4.1% | -41.8% | +37.7% | +1.6% |
| 6M | +2.4% | -22.4% | +24.8% | +4.7% |
| YTD | +10.0% | -41.6% | +51.6% | +15.4% |
| 1Y | +11.4% | -48.0% | +59.4% | +18.3% |
| 3Y | +65.4% | +63.9% | +1.5% | +51.5% |
| 5Y | +49.6% | -78.2% | +127.8% | +50.1% |
| All | +49.6% | -78.1% | +127.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling