+142.8%
EFA vs USFR
+28.1%
+114.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -1.7% | +0.4% | -2.0% | -1.8% |
| 3M | +3.5% | +1.0% | +2.5% | +3.1% |
| 6M | +9.5% | +2.0% | +7.5% | +8.7% |
| YTD | +12.9% | +2.8% | +10.1% | +11.7% |
| 1Y | +18.2% | +4.1% | +14.1% | +16.3% |
| 3Y | +64.8% | +14.1% | +50.7% | +57.0% |
| 5Y | +53.9% | +20.6% | +33.3% | +43.5% |
| All | +142.8% | +28.1% | +114.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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