+251.0%
SPOT vs EFA
+99.6%
+151.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | 0.0% |
| 7D | -6.5% | -0.5% | -6.0% | -6.1% |
| 30D | +2.2% | -1.3% | +3.5% | +3.5% |
| 3M | +5.4% | +5.2% | +0.2% | -0.2% |
| 6M | -4.0% | +9.4% | -13.4% | -13.2% |
| YTD | -9.9% | +12.7% | -22.7% | -21.4% |
| 1Y | -27.3% | +19.3% | -46.5% | -40.3% |
| 3Y | +236.4% | +66.3% | +170.1% | +95.6% |
| 5Y | +112.6% | +53.4% | +59.2% | +34.2% |
| All | +251.0% | +99.6% | +151.4% | +74.7% |
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 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