+142.8%
EFA vs XYZ
+610.4%
-467.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -4.3% | +2.8% | -0.9% |
| 30D | -1.7% | +1.2% | -2.8% | -1.9% |
| 3M | +3.5% | +14.6% | -11.2% | +1.0% |
| 6M | +9.5% | +22.6% | -13.1% | +5.5% |
| YTD | +12.9% | +21.7% | -8.8% | +8.2% |
| 1Y | +18.2% | +6.7% | +11.5% | +15.3% |
| 3Y | +64.8% | +46.8% | +18.0% | +46.6% |
| 5Y | +53.9% | -68.0% | +121.9% | +63.3% |
| All | +142.8% | +610.4% | -467.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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