+1,710.8%
EWY vs EFA
+382.5%
+1,328.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -3.2% |
| 7D | +1.2% | -2.4% | +3.6% | +4.1% |
| 30D | +9.3% | -2.2% | +11.5% | +12.4% |
| 3M | +2.4% | +5.7% | -3.2% | -2.5% |
| 6M | +40.3% | +8.2% | +32.1% | +32.4% |
| YTD | +88.0% | +11.8% | +76.2% | +72.0% |
| 1Y | +143.8% | +18.3% | +125.5% | +109.7% |
| 3Y | +217.8% | +64.9% | +152.8% | +88.5% |
| 5Y | +142.7% | +52.4% | +90.3% | +57.1% |
| 10Y | +291.7% | +142.4% | +149.3% | +52.2% |
| All | +1,710.8% | +382.5% | +1,328.3% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling