+222.9%
EWY vs EFA
+65.2%
+157.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +1.7% |
| 7D | -0.1% | -1.5% | +1.4% | +2.4% |
| 30D | +7.3% | -1.7% | +9.0% | +10.4% |
| 3M | -5.1% | +3.5% | -8.6% | -8.7% |
| 6M | +42.1% | +9.5% | +32.6% | +29.3% |
| YTD | +94.1% | +12.9% | +81.2% | +72.0% |
| 1Y | +147.8% | +18.2% | +129.6% | +108.8% |
| 3Y | +222.9% | +64.8% | +158.1% | +83.5% |
| All | +222.9% | +65.2% | +157.8% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling