+46.5%
F vs EFA
+54.2%
-7.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.6% |
| 7D | +1.2% | +1.2% | 0.0% | -0.2% |
| 30D | +1.2% | -0.7% | +2.0% | +2.2% |
| 3M | -5.7% | +6.4% | -12.1% | -12.6% |
| 6M | +17.9% | +11.4% | +6.6% | +3.2% |
| YTD | +10.4% | +14.0% | -3.6% | -6.0% |
| 1Y | +25.3% | +20.2% | +5.1% | 0.0% |
| 3Y | +37.5% | +68.2% | -30.7% | -30.4% |
| 5Y | +46.5% | +54.8% | -8.3% | -11.0% |
| All | +46.5% | +54.2% | -7.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling