+65.4%
IEFA vs ETR
+143.8%
-78.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -1.5% | -1.8% | +0.3% | -1.2% |
| 3M | +3.4% | -3.6% | +7.0% | +4.0% |
| 6M | +9.5% | +2.6% | +6.9% | +8.6% |
| YTD | +13.0% | +16.0% | -3.0% | +9.4% |
| 1Y | +18.0% | +20.1% | -2.1% | +13.5% |
| 3Y | +65.4% | +143.6% | -78.2% | +36.2% |
| All | +65.4% | +143.8% | -78.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling