+246.0%
ORCL vs EFA
+143.6%
+102.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -6.5% | +1.2% | -7.7% | -7.5% |
| 30D | -16.6% | +0.9% | -17.5% | -17.2% |
| 3M | -21.6% | -3.4% | -18.2% | -18.9% |
| 6M | -39.4% | +2.0% | -41.3% | -40.0% |
| YTD | -38.7% | +10.4% | -49.1% | -43.6% |
| 1Y | -50.4% | +13.3% | -63.6% | -55.4% |
| 3Y | +8.1% | +65.9% | -57.8% | -30.2% |
| 5Y | +34.5% | +51.5% | -16.9% | -6.3% |
| 10Y | +246.0% | +144.1% | +101.9% | +62.0% |
| All | +246.0% | +143.6% | +102.5% | +62.0% |
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 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