+2.6%
NOW vs EFA
+54.2%
-51.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.4% |
| 7D | -6.1% | +1.2% | -7.3% | -7.1% |
| 30D | +7.5% | -0.7% | +8.2% | +8.2% |
| 3M | +17.5% | +6.4% | +11.1% | +9.5% |
| 6M | +7.9% | +11.4% | -3.4% | -5.3% |
| YTD | -12.4% | +14.0% | -26.4% | -26.2% |
| 1Y | -28.6% | +20.2% | -48.8% | -43.7% |
| 3Y | +11.8% | +68.2% | -56.4% | -43.9% |
| 5Y | +2.6% | +54.8% | -52.2% | -40.6% |
| All | +2.6% | +54.2% | -51.6% | -40.6% |
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