+141.2%
EFA vs XYZ
+608.9%
-467.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | -1.3% | +0.5% | -1.9% | -1.5% |
| 3M | +5.2% | +16.3% | -11.1% | +2.5% |
| 6M | +9.4% | +21.1% | -11.8% | +5.6% |
| YTD | +12.7% | +22.0% | -9.3% | +8.2% |
| 1Y | +19.3% | +5.2% | +14.1% | +16.7% |
| 3Y | +66.3% | +49.6% | +16.7% | +48.1% |
| 5Y | +53.4% | -68.4% | +121.8% | +62.2% |
| 10Y | +144.4% | +604.5% | -460.1% | +60.1% |
| All | +141.2% | +608.9% | -467.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling