+379.1%
V vs EFA
+146.6%
+232.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -1.2% | -1.5% | +0.3% | +0.1% |
| 30D | +3.1% | -1.7% | +4.7% | +4.6% |
| 3M | +16.3% | +3.5% | +12.8% | +12.3% |
| 6M | +20.4% | +9.5% | +10.9% | +9.1% |
| YTD | +6.3% | +12.9% | -6.6% | -6.8% |
| 1Y | +8.7% | +18.2% | -9.5% | -9.0% |
| 3Y | +53.3% | +64.8% | -11.5% | -9.8% |
| 5Y | +71.1% | +53.9% | +17.2% | +8.3% |
| All | +379.1% | +146.6% | +232.6% | +86.7% |
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