+275.4%
ORCL vs EFA
+146.6%
+128.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +10.4% | +1.3% | +9.1% | +9.1% |
| 30D | -11.2% | +0.5% | -11.8% | -11.6% |
| 3M | -16.8% | -4.1% | -12.6% | -13.2% |
| 6M | -31.5% | +2.4% | -33.9% | -32.4% |
| YTD | -33.9% | +10.0% | -43.9% | -39.0% |
| 1Y | -43.3% | +11.4% | -54.7% | -48.2% |
| 3Y | +16.5% | +65.4% | -48.9% | -24.6% |
| 5Y | +45.4% | +49.6% | -4.2% | +2.5% |
| All | +275.4% | +146.6% | +128.9% | +74.8% |
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