+11.8%
SBUX vs EFA
+63.6%
-51.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -6.2% | -2.4% | -3.9% | -4.4% |
| 30D | -6.4% | -2.2% | -4.2% | -4.7% |
| 3M | +1.0% | +5.7% | -4.6% | -3.8% |
| 6M | -0.4% | +8.2% | -8.6% | -7.7% |
| YTD | +20.0% | +11.8% | +8.2% | +7.4% |
| 1Y | +22.8% | +18.3% | +4.5% | +4.0% |
| All | +11.8% | +63.6% | -51.7% | -32.2% |
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