+145.9%
EFA vs USFR
+27.6%
+118.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +5.2% | +1.0% | +4.2% | +5.0% |
| 6M | +9.4% | +1.9% | +7.4% | +8.9% |
| YTD | +12.7% | +2.7% | +10.1% | +12.1% |
| 1Y | +19.3% | +4.0% | +15.3% | +18.3% |
| 3Y | +66.3% | +14.0% | +52.3% | +62.2% |
| 5Y | +53.4% | +20.4% | +32.9% | +48.0% |
| 10Y | +144.4% | +28.0% | +116.4% | +133.5% |
| All | +145.9% | +27.6% | +118.3% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling