-35.7%
U vs EFA
+95.3%
-130.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +2.7% |
| 7D | +5.5% | -1.5% | +7.0% | +8.5% |
| 30D | -1.3% | -1.7% | +0.4% | +1.7% |
| 3M | +64.6% | +3.5% | +61.1% | +54.2% |
| 6M | +119.4% | +9.5% | +109.9% | +82.5% |
| YTD | -0.5% | +12.9% | -13.3% | -22.7% |
| 1Y | +1.3% | +18.2% | -16.9% | -28.1% |
| 3Y | +15.6% | +64.8% | -49.2% | -56.3% |
| 5Y | -67.5% | +53.9% | -121.4% | -86.6% |
| All | -35.7% | +95.3% | -130.9% | -75.6% |
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