+74.3%
F vs EFA
+143.6%
-69.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | 0.0% |
| 7D | +1.0% | +1.2% | -0.3% | -0.7% |
| 30D | +2.1% | +0.9% | +1.2% | +0.9% |
| 3M | -10.3% | -3.4% | -6.9% | -6.5% |
| 6M | +3.3% | +2.0% | +1.3% | +0.6% |
| YTD | -2.0% | +10.4% | -12.4% | -13.4% |
| 1Y | -2.3% | +13.3% | -15.5% | -16.3% |
| 3Y | +49.9% | +65.9% | -16.0% | -20.8% |
| 5Y | -12.5% | +51.5% | -63.9% | -47.3% |
| 10Y | +74.3% | +144.1% | -69.9% | -37.6% |
| All | +74.3% | +143.6% | -69.3% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling