-42.5%
NOW vs EFA
+13.8%
-56.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -8.7% | +1.2% | -10.0% | -8.5% |
| 30D | -29.3% | +0.9% | -30.2% | -29.1% |
| 3M | -21.8% | -3.4% | -18.5% | -22.2% |
| 6M | +9.2% | +2.0% | +7.3% | +10.0% |
| YTD | -35.0% | +10.4% | -45.4% | -36.1% |
| 1Y | -42.5% | +13.3% | -55.8% | -44.2% |
| All | -42.5% | +13.8% | -56.3% | -44.2% |
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 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