+72.4%
UBER vs EFA
+106.6%
-34.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.5% |
| 7D | -5.4% | -1.5% | -3.9% | -3.6% |
| 30D | -4.9% | -1.7% | -3.2% | -2.9% |
| 3M | +3.0% | +3.5% | -0.4% | -1.8% |
| 6M | -4.4% | +9.5% | -13.9% | -15.8% |
| YTD | -12.3% | +12.9% | -25.2% | -26.5% |
| 1Y | -24.3% | +18.2% | -42.5% | -40.3% |
| 3Y | +46.4% | +64.8% | -18.4% | -27.3% |
| 5Y | +79.7% | +53.9% | +25.8% | +0.8% |
| All | +72.4% | +106.6% | -34.2% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling