+65.7%
T vs EFA
+52.3%
+13.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.4% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +4.6% | -1.3% | +5.9% | +5.0% |
| 3M | +12.2% | +5.2% | +7.0% | +10.4% |
| 6M | -6.5% | +9.4% | -15.8% | -9.3% |
| YTD | +4.9% | +12.7% | -7.8% | +0.2% |
| 1Y | -10.5% | +19.3% | -29.8% | -16.4% |
| 3Y | +104.6% | +66.3% | +38.3% | +63.7% |
| All | +65.7% | +52.3% | +13.4% | +33.7% |
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