+49.6%
ON vs EFA
+51.0%
-1.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.4% |
| 7D | -4.7% | -2.4% | -2.4% | -0.6% |
| 30D | -13.5% | -2.2% | -11.2% | -9.9% |
| 3M | -36.3% | +5.7% | -42.0% | -41.5% |
| 6M | +17.8% | +8.2% | +9.6% | +4.3% |
| YTD | +29.6% | +11.8% | +17.8% | +7.9% |
| 1Y | +45.8% | +18.3% | +27.5% | +10.6% |
| 3Y | -28.3% | +64.9% | -93.3% | -69.8% |
| 5Y | +49.6% | +52.4% | -2.7% | -19.3% |
| All | +49.6% | +51.0% | -1.3% | -19.3% |
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