-17.6%
UBER vs EFA
+23.1%
-40.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | +11.1% | +0.9% | +10.3% | +10.6% |
| 3M | +4.9% | +4.9% | 0.0% | +2.2% |
| 6M | -1.2% | +8.6% | -9.7% | -6.4% |
| YTD | -7.3% | +14.6% | -21.9% | -17.8% |
| 1Y | -17.6% | +22.6% | -40.3% | -32.3% |
| All | -17.6% | +23.1% | -40.8% | -32.3% |
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