+368.8%
ORCL vs EFA
+141.5%
+227.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +10.9% | -0.5% | +11.4% | +11.4% |
| 30D | +7.0% | -1.3% | +8.3% | +8.4% |
| 3M | -21.2% | +5.2% | -26.4% | -24.5% |
| 6M | +7.4% | +9.4% | -2.0% | -0.5% |
| YTD | -16.3% | +12.7% | -29.0% | -24.6% |
| 1Y | -32.3% | +19.3% | -51.6% | -42.1% |
| 3Y | +32.6% | +66.3% | -33.8% | -14.8% |
| 5Y | +93.1% | +53.4% | +39.7% | +32.5% |
| 10Y | +368.8% | +144.4% | +224.3% | +111.5% |
| All | +368.8% | +141.5% | +227.3% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling