+89.2%
TER vs EFA
+51.1%
+38.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +7.8% |
| 7D | +5.9% | -1.0% | +6.9% | +8.9% |
| 30D | -30.8% | +1.6% | -32.3% | -32.2% |
| 3M | -29.9% | -3.2% | -26.8% | -25.2% |
| 6M | -27.5% | +2.5% | -29.9% | -28.2% |
| YTD | +37.5% | +10.7% | +26.8% | +23.1% |
| 1Y | +50.3% | +12.8% | +37.5% | +31.3% |
| 3Y | +204.9% | +66.4% | +138.5% | +49.0% |
| 5Y | +89.2% | +51.4% | +37.8% | +14.2% |
| All | +89.2% | +51.1% | +38.0% | +14.2% |
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