+1,972.6%
NOW vs EFA
+210.0%
+1,762.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | -3.0% | -1.4% | -1.6% | -1.6% |
| 30D | -26.0% | -1.2% | -24.9% | -25.3% |
| 3M | -13.1% | -5.1% | -8.0% | -8.8% |
| 6M | +14.5% | -1.2% | +15.8% | +14.3% |
| YTD | -33.4% | +7.8% | -41.2% | -40.4% |
| 1Y | -40.6% | +12.2% | -52.8% | -49.2% |
| 3Y | -16.3% | +61.5% | -77.8% | -52.3% |
| 5Y | -26.3% | +45.8% | -72.1% | -52.1% |
| 10Y | +512.7% | +141.8% | +370.9% | +135.5% |
| All | +1,972.6% | +210.0% | +1,762.6% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling