-39.0%
U vs EFA
+98.3%
-137.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.8% |
| 30D | +17.5% | +0.9% | +16.6% | +15.7% |
| 3M | +38.7% | +4.9% | +33.9% | +26.7% |
| 6M | +104.4% | +8.6% | +95.8% | +73.0% |
| YTD | -5.7% | +14.6% | -20.3% | -28.7% |
| 1Y | +3.7% | +22.6% | -18.9% | -31.3% |
| 3Y | +12.3% | +66.5% | -54.2% | -58.3% |
| 5Y | -68.8% | +54.5% | -123.4% | -87.4% |
| All | -39.0% | +98.3% | -137.3% | -77.5% |
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