+233.5%
SPOT vs EFA
+65.2%
+168.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.0% |
| 30D | +7.4% | -1.7% | +9.0% | +8.6% |
| 3M | +8.2% | +3.5% | +4.7% | +5.3% |
| 6M | +2.2% | +9.5% | -7.3% | -5.3% |
| YTD | -9.5% | +12.9% | -22.3% | -18.9% |
| 1Y | -23.8% | +18.2% | -42.0% | -34.8% |
| 3Y | +233.5% | +64.8% | +168.6% | +102.9% |
| All | +233.5% | +65.2% | +168.3% | +102.9% |
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