+53.4%
EFA vs SE
-66.7%
+120.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | -0.5% | -3.6% | +3.2% | -0.1% |
| 30D | -1.3% | -5.3% | +4.0% | -0.9% |
| 3M | +5.2% | +28.1% | -22.9% | +1.8% |
| 6M | +9.4% | +20.7% | -11.3% | +6.3% |
| YTD | +12.7% | -14.8% | +27.5% | +13.5% |
| 1Y | +19.3% | -43.6% | +62.8% | +25.6% |
| 3Y | +66.3% | +184.2% | -117.9% | +42.8% |
| 5Y | +53.4% | -66.3% | +119.7% | +53.4% |
| All | +53.4% | -66.7% | +120.1% | +53.4% |
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 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