+1,381.0%
NET vs EFA
+97.2%
+1,283.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -5.6% |
| 7D | -16.4% | +2.0% | -18.3% | -18.4% |
| 30D | -25.8% | +1.6% | -27.5% | -27.3% |
| 3M | -11.5% | -1.5% | -10.0% | -10.2% |
| 6M | +18.9% | +6.6% | +12.3% | +9.2% |
| YTD | +35.2% | +11.8% | +23.4% | +15.8% |
| 1Y | +14.5% | +16.9% | -2.4% | -7.2% |
| 3Y | +313.8% | +66.7% | +247.1% | +116.2% |
| 5Y | +32.6% | +51.5% | -18.9% | -22.5% |
| All | +1,381.0% | +97.2% | +1,283.8% | +664.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling