+55.3%
ON vs EFA
+18.9%
+36.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +6.7% |
| 7D | +2.4% | -1.5% | +3.9% | +5.4% |
| 30D | -8.6% | -1.7% | -7.0% | -5.7% |
| 3M | -34.3% | +3.5% | -37.8% | -37.4% |
| 6M | +28.5% | +9.5% | +19.1% | +13.3% |
| YTD | +40.6% | +12.9% | +27.7% | +11.7% |
| 1Y | +55.3% | +18.2% | +37.1% | +9.2% |
| All | +55.3% | +18.9% | +36.4% | +9.2% |
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