+10.6%
ORCL vs EFA
+66.1%
-55.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | -0.8% |
| 30D | -15.3% | +1.5% | -16.8% | -16.5% |
| 3M | -18.2% | -3.3% | -14.9% | -15.0% |
| 6M | -38.4% | +2.6% | -41.0% | -39.4% |
| YTD | -37.7% | +11.0% | -48.7% | -43.7% |
| 1Y | -49.3% | +15.1% | -64.4% | -55.9% |
| 3Y | +10.6% | +67.6% | -57.0% | -33.7% |
| All | +10.6% | +66.1% | -55.5% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling