+43.2%
TER vs EFA
+16.9%
+26.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -13.3% |
| 7D | -19.9% | +2.0% | -21.8% | -24.3% |
| 30D | -43.5% | +1.6% | -45.2% | -46.1% |
| 3M | -37.8% | -1.5% | -36.3% | -35.4% |
| 6M | -25.6% | +6.6% | -32.2% | -34.6% |
| YTD | +29.8% | +11.8% | +18.0% | 0.0% |
| 1Y | +43.2% | +16.9% | +26.3% | -1.1% |
| All | +43.2% | +16.9% | +26.3% | -1.1% |
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