+8,148.6%
ORLY vs EFA
+382.5%
+7,766.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -2.1% | -2.4% | +0.2% | -0.8% |
| 30D | -7.6% | -2.2% | -5.4% | -6.4% |
| 3M | -5.5% | +5.7% | -11.1% | -8.9% |
| 6M | -9.7% | +8.2% | -17.9% | -14.4% |
| YTD | -6.2% | +11.8% | -18.0% | -13.0% |
| 1Y | -18.6% | +18.3% | -36.9% | -27.1% |
| 3Y | +33.8% | +64.9% | -31.1% | -3.5% |
| 5Y | +116.5% | +52.4% | +64.1% | +61.8% |
| 10Y | +361.0% | +142.4% | +218.7% | +157.8% |
| All | +8,148.6% | +382.5% | +7,766.1% | +2,496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling