+138.3%
GOOGL vs EFA
+51.0%
+87.4%
-44.3%
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% | +1.4% |
| 7D | -2.8% | -2.4% | -0.5% | -0.6% |
| 30D | -3.2% | -2.2% | -0.9% | -1.1% |
| 3M | -6.6% | +5.7% | -12.3% | -11.6% |
| 6M | +8.5% | +8.2% | +0.3% | +0.5% |
| YTD | +6.5% | +11.8% | -5.3% | -4.8% |
| 1Y | +39.4% | +18.3% | +21.1% | +18.1% |
| 3Y | +146.2% | +64.9% | +81.3% | +46.4% |
| 5Y | +138.3% | +52.4% | +85.9% | +54.3% |
| All | +138.3% | +51.0% | +87.4% | +54.3% |
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 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