-68.5%
U vs EFA
+52.3%
-120.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.7% |
| 7D | +4.4% | -0.5% | +4.8% | +5.3% |
| 30D | -1.3% | -1.3% | 0.0% | +1.3% |
| 3M | +49.6% | +5.2% | +44.4% | +34.3% |
| 6M | +100.2% | +9.4% | +90.8% | +63.0% |
| YTD | -3.7% | +12.7% | -16.4% | -27.4% |
| 1Y | -6.5% | +19.3% | -25.8% | -37.9% |
| 3Y | +12.9% | +66.3% | -53.4% | -64.4% |
| All | -68.5% | +52.3% | -120.8% | -86.9% |
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