+31.3%
ORCL vs EFA
+45.7%
-14.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.6% |
| 7D | -11.2% | -1.4% | -9.7% | -10.0% |
| 30D | -18.8% | -1.2% | -17.7% | -17.8% |
| 3M | -18.8% | -5.1% | -13.7% | -14.4% |
| 6M | -39.7% | -1.2% | -38.5% | -38.5% |
| YTD | -39.6% | +7.8% | -47.4% | -43.3% |
| 1Y | -51.7% | +12.2% | -63.9% | -56.3% |
| 3Y | +10.2% | +61.5% | -51.3% | -27.1% |
| All | +31.3% | +45.7% | -14.4% | -5.3% |
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