+1.3%
U vs EFA
+18.9%
-17.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.6% |
| 7D | +5.5% | -1.5% | +7.0% | +7.0% |
| 30D | -1.3% | -1.7% | +0.4% | +0.2% |
| 3M | +64.6% | +3.5% | +61.1% | +59.6% |
| 6M | +119.4% | +9.5% | +109.9% | +101.7% |
| YTD | -0.5% | +12.9% | -13.3% | -15.6% |
| 1Y | +1.3% | +18.2% | -16.9% | -20.1% |
| All | +1.3% | +18.9% | -17.6% | -20.1% |
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