+1,924.6%
NOW vs EFA
+217.5%
+1,707.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.5% |
| 7D | -8.7% | +1.2% | -10.0% | -9.9% |
| 30D | -29.3% | +0.9% | -30.2% | -30.1% |
| 3M | -21.8% | -3.4% | -18.5% | -19.5% |
| 6M | +9.2% | +2.0% | +7.3% | +5.7% |
| YTD | -35.0% | +10.4% | -45.4% | -43.2% |
| 1Y | -42.5% | +13.3% | -55.8% | -51.3% |
| 3Y | -21.5% | +65.9% | -87.5% | -56.5% |
| 5Y | -25.8% | +51.5% | -77.2% | -53.6% |
| 10Y | +506.3% | +144.1% | +362.2% | +130.8% |
| All | +1,924.6% | +217.5% | +1,707.1% | +629.9% |
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