+13,164.2%
GOOG vs EFA
+342.0%
+12,822.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | -7.7% | -1.3% | -6.3% | -6.7% |
| 3M | -9.3% | +5.2% | -14.5% | -12.8% |
| 6M | +7.4% | +9.4% | -1.9% | +0.3% |
| YTD | +4.9% | +12.7% | -7.9% | -4.5% |
| 1Y | +37.2% | +19.3% | +17.9% | +19.7% |
| 3Y | +141.6% | +66.3% | +75.3% | +62.6% |
| 5Y | +128.8% | +53.4% | +75.4% | +65.0% |
| 10Y | +772.7% | +144.4% | +628.3% | +356.7% |
| All | +13,164.2% | +342.0% | +12,822.2% | +4,626.9% |
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