+52.0%
V vs EFA
+64.9%
-12.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +1.9% | -1.3% | +3.2% | +2.5% |
| 3M | +13.2% | +5.2% | +8.0% | +10.4% |
| 6M | +16.7% | +9.4% | +7.4% | +11.0% |
| YTD | +5.4% | +12.7% | -7.3% | -1.8% |
| 1Y | +7.7% | +19.3% | -11.6% | -3.2% |
| All | +52.0% | +64.9% | -12.9% | +10.7% |
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 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