+361.0%
ORLY vs EFA
+146.6%
+214.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -2.4% | -1.5% | -0.8% | -1.5% |
| 30D | -6.8% | -1.7% | -5.1% | -5.9% |
| 3M | -4.8% | +3.5% | -8.2% | -7.0% |
| 6M | -9.1% | +9.5% | -18.6% | -14.5% |
| YTD | -5.9% | +12.9% | -18.8% | -13.5% |
| 1Y | -20.4% | +18.2% | -38.6% | -29.0% |
| 3Y | +36.6% | +64.8% | -28.3% | -4.3% |
| 5Y | +117.3% | +53.9% | +63.4% | +59.5% |
| All | +361.0% | +146.6% | +214.4% | +125.5% |
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