+22.5%
F vs EFA
+19.4%
+3.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -2.8% |
| 7D | -4.9% | -0.5% | -4.4% | -4.3% |
| 30D | -2.9% | -1.3% | -1.5% | -1.4% |
| 3M | -9.1% | +5.2% | -14.3% | -13.7% |
| 6M | +12.9% | +9.4% | +3.6% | +3.5% |
| YTD | +6.1% | +12.7% | -6.7% | -5.6% |
| 1Y | +22.5% | +19.3% | +3.2% | -2.3% |
| All | +22.5% | +19.4% | +3.2% | -2.3% |
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