+668.3%
TER vs EFA
+375.7%
+292.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.6% |
| 7D | +14.4% | +2.2% | +12.1% | +11.5% |
| 30D | -30.6% | +1.4% | -32.0% | -31.4% |
| 3M | -39.2% | -4.2% | -35.0% | -35.3% |
| 6M | -31.3% | +1.9% | -33.2% | -31.1% |
| YTD | +29.1% | +10.2% | +18.9% | +19.9% |
| 1Y | +47.4% | +12.8% | +34.7% | +33.5% |
| 3Y | +191.2% | +65.2% | +126.0% | +68.5% |
| 5Y | +74.0% | +49.8% | +24.2% | +17.1% |
| 10Y | +1,005.1% | +145.2% | +859.9% | +335.7% |
| All | +668.3% | +375.7% | +292.6% | +0.5% |
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 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