-51.7%
FIG vs EFA
+16.9%
-68.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.7% | +5.3% |
| 7D | -4.7% | +2.0% | -6.6% | -4.6% |
| 30D | +0.5% | +1.6% | -1.1% | +0.5% |
| 3M | -18.4% | -1.5% | -16.9% | -18.7% |
| 6M | +10.9% | +6.6% | +4.2% | +9.7% |
| YTD | -40.8% | +11.8% | -52.6% | -46.9% |
| 1Y | -51.7% | +16.9% | -68.6% | -60.3% |
| All | -51.7% | +16.9% | -68.6% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling