+1,045.4%
TER vs EFA
+392.1%
+653.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.9% |
| 7D | +11.0% | +1.2% | +9.8% | +9.2% |
| 30D | -1.9% | -0.7% | -1.1% | -0.9% |
| 3M | -0.7% | +6.4% | -7.1% | -6.9% |
| 6M | +36.4% | +11.4% | +25.0% | +23.3% |
| YTD | +92.4% | +14.0% | +78.5% | +70.0% |
| 1Y | +213.5% | +20.2% | +193.3% | +160.7% |
| 3Y | +277.2% | +68.2% | +209.0% | +111.5% |
| 5Y | +219.1% | +54.8% | +164.3% | +104.9% |
| 10Y | +1,744.2% | +142.4% | +1,601.9% | +628.7% |
| All | +1,045.4% | +392.1% | +653.3% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling