+143.1%
EFA vs USB
+107.5%
+35.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +1.4% | -0.9% | +0.1% |
| 30D | +0.9% | -1.3% | +2.2% | +1.3% |
| 3M | +4.9% | +15.2% | -10.4% | -0.2% |
| 6M | +8.6% | +18.8% | -10.3% | +2.1% |
| YTD | +14.6% | +21.0% | -6.4% | +6.9% |
| 1Y | +22.6% | +34.0% | -11.4% | +10.3% |
| 3Y | +66.5% | +95.3% | -28.8% | +28.1% |
| 5Y | +54.5% | +40.4% | +14.2% | +31.0% |
| All | +143.1% | +107.5% | +35.6% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling