-5.5%
ETN vs EFA
+16.9%
-22.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.6% | -12.4% | -12.9% |
| 7D | -10.1% | +2.0% | -12.1% | -12.5% |
| 30D | -18.4% | +1.6% | -20.0% | -20.1% |
| 3M | -20.4% | -1.5% | -18.9% | -18.8% |
| 6M | -16.0% | +6.6% | -22.6% | -21.5% |
| YTD | +11.8% | +11.8% | -0.1% | -4.4% |
| 1Y | -5.5% | +16.9% | -22.3% | -25.1% |
| All | -5.5% | +16.9% | -22.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling