+37.5%
F vs EFA
+68.2%
-30.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | +1.2% | +1.2% | 0.0% | 0.0% |
| 30D | +1.2% | -0.7% | +2.0% | +2.0% |
| 3M | -5.7% | +6.4% | -12.1% | -11.4% |
| 6M | +17.9% | +11.4% | +6.6% | +5.8% |
| YTD | +10.4% | +14.0% | -3.6% | -3.0% |
| 1Y | +25.3% | +20.2% | +5.1% | +4.4% |
| 3Y | +37.5% | +68.2% | -30.7% | -23.9% |
| All | +37.5% | +68.2% | -30.7% | -23.9% |
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