+148.7%
EWY vs EFA
+52.4%
+96.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +2.0% |
| 7D | -0.1% | -1.5% | +1.4% | +2.0% |
| 30D | +7.3% | -1.7% | +9.0% | +9.9% |
| 3M | -5.1% | +3.5% | -8.6% | -8.1% |
| 6M | +42.1% | +9.5% | +32.6% | +31.4% |
| YTD | +94.1% | +12.9% | +81.2% | +75.0% |
| 1Y | +147.8% | +18.2% | +129.6% | +113.0% |
| 3Y | +222.9% | +64.8% | +158.1% | +96.6% |
| All | +148.7% | +52.4% | +96.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling