+31.0%
F vs EFA
+23.1%
+7.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.3% |
| 7D | +5.3% | +0.6% | +4.7% | +4.7% |
| 30D | +4.6% | +0.9% | +3.7% | +3.7% |
| 3M | -3.7% | +4.9% | -8.5% | -8.2% |
| 6M | +16.8% | +8.6% | +8.3% | +8.3% |
| YTD | +15.3% | +14.6% | +0.7% | +0.9% |
| 1Y | +31.0% | +22.6% | +8.4% | +4.4% |
| All | +31.0% | +23.1% | +7.9% | +4.4% |
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