+94.3%
ORCL vs EFA
+54.2%
+40.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | +15.0% | +1.2% | +13.8% | +13.8% |
| 30D | +10.5% | -0.7% | +11.3% | +11.4% |
| 3M | -23.0% | +6.4% | -29.4% | -27.0% |
| 6M | +7.0% | +11.4% | -4.4% | -2.5% |
| YTD | -15.8% | +14.0% | -29.8% | -25.0% |
| 1Y | -31.1% | +20.2% | -51.3% | -41.5% |
| 3Y | +33.3% | +68.2% | -34.9% | -15.0% |
| 5Y | +94.3% | +54.8% | +39.5% | +32.1% |
| All | +94.3% | +54.2% | +40.1% | +32.1% |
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