+283.1%
EFA vs SPXU
-100.0%
+383.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.7% |
| 7D | -0.5% | +1.3% | -1.7% | 0.0% |
| 30D | -1.3% | +5.1% | -6.5% | +0.3% |
| 3M | +5.2% | -9.1% | +14.3% | +2.8% |
| 6M | +9.4% | -29.6% | +38.9% | -0.1% |
| YTD | +12.7% | -27.7% | +40.4% | +4.3% |
| 1Y | +19.3% | -37.0% | +56.2% | +6.5% |
| 3Y | +66.3% | -80.2% | +146.5% | +12.3% |
| 5Y | +53.4% | -86.0% | +139.4% | +5.9% |
| 10Y | +144.4% | -99.5% | +244.0% | -28.8% |
| All | +283.1% | -100.0% | +383.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling