+50.1%
EFA vs STZ
-29.4%
+79.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.2% | +2.6% | -0.3% | +1.8% |
| 30D | +1.4% | +15.2% | -13.8% | -1.4% |
| 3M | -4.2% | +7.6% | -11.8% | -5.7% |
| 6M | +1.9% | +5.3% | -3.4% | +0.5% |
| YTD | +10.2% | +8.6% | +1.6% | +7.0% |
| 1Y | +12.8% | +15.6% | -2.8% | +7.6% |
| 3Y | +65.2% | -35.2% | +100.4% | +80.5% |
| All | +50.1% | -29.4% | +79.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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