+181.9%
EFAV vs SPY
+713.3%
-531.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -0.1% | -1.4% | +1.3% | +0.7% |
| 3M | +6.3% | +3.7% | +2.6% | +3.8% |
| 6M | +4.4% | +13.0% | -8.6% | -3.1% |
| YTD | +10.5% | +12.4% | -1.9% | +2.8% |
| 1Y | +12.9% | +18.5% | -5.6% | +1.7% |
| 3Y | +54.5% | +77.6% | -23.2% | +6.4% |
| 5Y | +37.2% | +81.7% | -44.5% | -8.0% |
| 10Y | +89.1% | +319.7% | -230.6% | -31.2% |
| All | +181.9% | +713.3% | -531.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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