+108.8%
V vs EFA
+50.7%
+58.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +0.8% | +1.2% | -0.4% | 0.0% |
| 30D | +9.9% | +0.9% | +9.0% | +9.3% |
| 3M | +17.5% | -3.4% | +20.9% | +20.2% |
| 6M | +33.5% | +2.0% | +31.5% | +31.0% |
| YTD | +21.6% | +10.4% | +11.2% | +11.5% |
| 1Y | +27.6% | +13.3% | +14.3% | +14.6% |
| 3Y | +76.4% | +65.9% | +10.5% | +13.5% |
| All | +108.8% | +50.7% | +58.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling