+70.0%
SLB vs EFA
+50.7%
+19.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -4.3% | +1.2% | -5.5% | -5.4% |
| 30D | +1.9% | +0.9% | +1.0% | +1.0% |
| 3M | -5.7% | -3.4% | -2.3% | -2.9% |
| 6M | -5.3% | +2.0% | -7.3% | -7.3% |
| YTD | +32.2% | +10.4% | +21.8% | +20.2% |
| 1Y | +38.5% | +13.3% | +25.2% | +23.0% |
| 3Y | +1.1% | +65.9% | -64.8% | -36.3% |
| All | +70.0% | +50.7% | +19.3% | +22.7% |
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