+1,057.8%
TER vs EFA
+146.6%
+911.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | +0.2% |
| 7D | +24.0% | +1.3% | +22.7% | +22.0% |
| 30D | -30.6% | +0.5% | -31.2% | -30.8% |
| 3M | -34.5% | -4.1% | -30.3% | -29.4% |
| 6M | -26.4% | +2.4% | -28.8% | -26.8% |
| YTD | +36.4% | +10.0% | +26.4% | +24.7% |
| 1Y | +47.4% | +11.4% | +36.0% | +32.9% |
| 3Y | +202.6% | +65.4% | +137.2% | +56.8% |
| 5Y | +83.9% | +49.6% | +34.3% | +13.1% |
| All | +1,057.8% | +146.6% | +911.2% | +328.4% |
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