-15.8%
F vs EFA
+45.7%
-61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +3.2% |
| 30D | +2.6% | -1.2% | +3.8% | +4.0% |
| 3M | -8.8% | -5.1% | -3.7% | -2.9% |
| 6M | +4.6% | -1.2% | +5.9% | +6.0% |
| YTD | -1.9% | +7.8% | -9.7% | -10.8% |
| 1Y | -0.8% | +12.2% | -12.9% | -14.1% |
| 3Y | +43.5% | +61.5% | -18.0% | -24.0% |
| All | -15.8% | +45.7% | -61.5% | -45.0% |
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