+395.7%
EFA vs STZ
+1,298.0%
-902.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +0.9% | -1.9% | +2.7% | +1.3% |
| 3M | +4.9% | -6.2% | +11.1% | +6.4% |
| 6M | +8.6% | -14.0% | +22.6% | +12.5% |
| YTD | +14.6% | -5.1% | +19.7% | +14.9% |
| 1Y | +22.6% | -9.6% | +32.2% | +24.3% |
| 3Y | +66.5% | -47.2% | +113.8% | +94.6% |
| 5Y | +54.5% | -33.6% | +88.1% | +67.0% |
| 10Y | +144.8% | -9.8% | +154.5% | +131.0% |
| All | +395.7% | +1,298.0% | -902.2% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling