-7.5%
T vs EFA
+18.9%
-26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.1% |
| 30D | +7.5% | -1.7% | +9.1% | +7.1% |
| 3M | +14.8% | +3.5% | +11.3% | +15.6% |
| 6M | -1.7% | +9.5% | -11.2% | 0.0% |
| YTD | +8.7% | +12.9% | -4.2% | +9.5% |
| 1Y | -7.5% | +18.2% | -25.7% | -7.0% |
| All | -7.5% | +18.9% | -26.4% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling