+229.2%
TER vs EFA
+18.9%
+210.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | 0.0% |
| 7D | +6.4% | -1.5% | +7.9% | +10.6% |
| 30D | -5.7% | -1.7% | -4.0% | -1.4% |
| 3M | -0.4% | +3.5% | -3.9% | -7.7% |
| 6M | +25.8% | +9.5% | +16.4% | +5.9% |
| YTD | +96.4% | +12.9% | +83.5% | +51.3% |
| 1Y | +229.2% | +18.2% | +211.0% | +123.5% |
| All | +229.2% | +18.9% | +210.3% | +123.5% |
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