+307.8%
SPY vs EFA
+147.0%
+160.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +0.6% |
| 30D | -2.0% | +1.4% | -3.4% | -3.2% |
| 3M | -2.8% | -4.2% | +1.4% | +0.9% |
| 6M | +2.1% | +1.9% | +0.2% | +0.2% |
| YTD | +11.5% | +10.2% | +1.3% | +1.4% |
| 1Y | +13.5% | +12.8% | +0.7% | +1.0% |
| 3Y | +77.7% | +65.2% | +12.5% | +10.3% |
| 5Y | +72.6% | +49.8% | +22.8% | +17.1% |
| All | +307.8% | +147.0% | +160.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling