+69.6%
V vs EFA
+51.0%
+18.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -3.0% | -2.4% | -0.7% | -1.5% |
| 30D | +1.2% | -2.2% | +3.5% | +2.8% |
| 3M | +13.9% | +5.7% | +8.2% | +9.3% |
| 6M | +17.2% | +8.2% | +9.1% | +9.8% |
| YTD | +5.3% | +11.8% | -6.4% | -4.1% |
| 1Y | +9.5% | +18.3% | -8.8% | -4.8% |
| 3Y | +51.9% | +64.9% | -13.0% | -1.2% |
| 5Y | +69.6% | +52.4% | +17.2% | +18.8% |
| All | +69.6% | +51.0% | +18.6% | +18.8% |
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