-80.8%
FIG vs EFA
+24.0%
-104.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -12.2% | -2.4% | -9.9% | -12.2% |
| 30D | -11.0% | -2.2% | -8.7% | -11.0% |
| 3M | +11.9% | +5.7% | +6.2% | +10.9% |
| 6M | -21.9% | +8.2% | -30.1% | -24.3% |
| YTD | -40.8% | +11.8% | -52.5% | -46.5% |
| 1Y | -56.6% | +18.3% | -74.9% | -63.2% |
| All | -80.8% | +24.0% | -104.9% | -83.4% |
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 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