+96.0%
U vs EFA
+13.7%
+82.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | +0.6% | -4.4% | -4.2% |
| 30D | +17.5% | +0.9% | +16.6% | +16.7% |
| 3M | +38.7% | +4.9% | +33.9% | +34.3% |
| All | +96.0% | +13.7% | +82.3% | +82.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling