+54.8%
ON vs EFA
+23.1%
+31.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | +2.4% | +0.6% | +1.9% | +1.4% |
| 30D | -3.3% | +0.9% | -4.1% | -4.7% |
| 3M | -43.6% | +4.9% | -48.4% | -47.3% |
| 6M | +19.0% | +8.6% | +10.4% | +6.1% |
| YTD | +37.4% | +14.6% | +22.7% | +6.5% |
| 1Y | +54.8% | +22.6% | +32.1% | +7.0% |
| All | +54.8% | +23.1% | +31.6% | +7.0% |
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