+112.5%
NET vs EFA
+54.3%
+58.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -7.0% | +0.6% | -7.6% | -7.8% |
| 30D | -4.8% | +0.9% | -5.6% | -6.0% |
| 3M | +3.8% | +4.9% | -1.0% | -4.1% |
| 6M | +50.0% | +8.6% | +41.5% | +27.2% |
| YTD | +41.5% | +14.6% | +26.9% | +8.4% |
| 1Y | +32.8% | +22.6% | +10.2% | -10.2% |
| 3Y | +335.9% | +66.5% | +269.4% | +55.3% |
| All | +112.5% | +54.3% | +58.2% | -1.6% |
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