+46.0%
F vs EFA
+376.6%
-330.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -0.2% | +1.2% | -1.5% | -1.6% |
| 30D | +0.9% | +0.9% | 0.0% | -0.1% |
| 3M | -11.3% | -3.4% | -8.0% | -8.1% |
| 6M | +2.0% | +2.0% | +0.1% | -0.1% |
| YTD | -3.2% | +10.4% | -13.6% | -12.7% |
| 1Y | -3.5% | +13.3% | -16.7% | -15.3% |
| 3Y | +48.1% | +65.9% | -17.8% | -12.7% |
| 5Y | -13.5% | +51.5% | -65.0% | -42.7% |
| 10Y | +72.2% | +144.1% | -71.9% | -27.3% |
| All | +46.0% | +376.6% | -330.6% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling