+2,926.4%
V vs EFA
+168.7%
+2,757.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +2.0% | +0.9% | +1.1% | +1.2% |
| 3M | +17.4% | +4.9% | +12.5% | +12.6% |
| 6M | +17.5% | +8.6% | +8.9% | +8.9% |
| YTD | +7.6% | +14.6% | -7.0% | -4.7% |
| 1Y | +7.7% | +22.6% | -14.9% | -9.7% |
| 3Y | +54.7% | +66.5% | -11.9% | +0.3% |
| 5Y | +73.0% | +54.5% | +18.5% | +19.1% |
| 10Y | +390.9% | +144.8% | +246.1% | +140.6% |
| All | +2,926.4% | +168.7% | +2,757.7% | +1,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling