+43.5%
F vs EFA
+60.9%
-17.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +3.0% |
| 30D | +2.6% | -1.2% | +3.8% | +3.8% |
| 3M | -8.8% | -5.1% | -3.7% | -3.9% |
| 6M | +4.6% | -1.2% | +5.9% | +5.9% |
| YTD | -1.9% | +7.8% | -9.7% | -8.9% |
| 1Y | -0.8% | +12.2% | -12.9% | -11.5% |
| 3Y | +43.5% | +61.5% | -18.0% | -24.0% |
| All | +43.5% | +60.9% | -17.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling