+124.0%
EFA vs TRU
+226.0%
-102.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | -6.5% | +6.0% | +1.3% |
| 30D | -1.3% | -2.5% | +1.2% | -0.8% |
| 3M | +5.2% | +10.4% | -5.2% | +1.6% |
| 6M | +9.4% | +1.6% | +7.7% | +7.5% |
| YTD | +12.7% | -9.7% | +22.4% | +13.7% |
| 1Y | +19.3% | -17.3% | +36.5% | +22.7% |
| 3Y | +66.3% | -1.8% | +68.2% | +55.2% |
| 5Y | +53.4% | -36.2% | +89.6% | +61.4% |
| 10Y | +144.4% | +143.2% | +1.2% | +65.8% |
| All | +124.0% | +226.0% | -102.1% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling