+393.0%
EFA vs SPY
+911.2%
-518.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.2% | +0.5% | +0.6% | +0.7% |
| 30D | -0.7% | -0.9% | +0.2% | +0.2% |
| 3M | +6.4% | +3.9% | +2.5% | +2.6% |
| 6M | +11.4% | +14.5% | -3.1% | -2.0% |
| YTD | +14.0% | +12.9% | +1.1% | +1.6% |
| 1Y | +20.2% | +19.4% | +0.9% | +1.6% |
| 3Y | +68.2% | +78.5% | -10.3% | -4.8% |
| 5Y | +54.8% | +81.8% | -26.9% | -15.1% |
| 10Y | +142.4% | +311.5% | -169.1% | -43.2% |
| All | +393.0% | +911.2% | -518.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling