+46.4%
UBER vs EFA
+65.2%
-18.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.1% |
| 7D | -5.4% | -1.5% | -3.9% | -4.1% |
| 30D | -4.9% | -1.7% | -3.2% | -3.5% |
| 3M | +3.0% | +3.5% | -0.4% | -0.3% |
| 6M | -4.4% | +9.5% | -13.9% | -12.6% |
| YTD | -12.3% | +12.9% | -25.2% | -23.0% |
| 1Y | -24.3% | +18.2% | -42.5% | -36.8% |
| 3Y | +46.4% | +64.8% | -18.4% | -23.0% |
| All | +46.4% | +65.2% | -18.7% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling