-38.7%
NOW vs EFA
+16.9%
-55.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.2% |
| 7D | -27.5% | +2.0% | -29.5% | -27.2% |
| 30D | -20.0% | +1.6% | -21.7% | -19.7% |
| 3M | -7.9% | -1.5% | -6.4% | -7.9% |
| 6M | +18.3% | +6.6% | +11.7% | +19.5% |
| YTD | -29.0% | +11.8% | -40.8% | -30.3% |
| 1Y | -38.7% | +16.9% | -55.6% | -41.6% |
| All | -38.7% | +16.9% | -55.6% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling