+52.7%
EFA vs TRU
-35.6%
+88.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | -1.7% | -2.0% | +0.4% | -1.4% |
| 3M | +3.5% | +18.4% | -14.9% | -0.8% |
| 6M | +9.5% | +8.9% | +0.6% | +6.5% |
| YTD | +12.9% | -8.9% | +21.8% | +13.6% |
| 1Y | +18.2% | -15.9% | +34.1% | +20.8% |
| 3Y | +64.8% | -1.1% | +65.9% | +57.5% |
| All | +52.7% | -35.6% | +88.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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