+47.9%
F vs EFA
+365.3%
-317.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +3.1% |
| 30D | +2.6% | -1.2% | +3.8% | +3.9% |
| 3M | -8.8% | -5.1% | -3.7% | -3.7% |
| 6M | +4.6% | -1.2% | +5.9% | +5.9% |
| YTD | -1.9% | +7.8% | -9.7% | -9.3% |
| 1Y | -0.8% | +12.2% | -12.9% | -12.0% |
| 3Y | +43.5% | +61.5% | -18.0% | -12.9% |
| 5Y | -12.1% | +45.8% | -57.8% | -39.3% |
| 10Y | +83.6% | +141.8% | -58.2% | -21.6% |
| All | +47.9% | +365.3% | -317.4% | -69.4% |
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