+3,341.8%
V vs EFA
+158.4%
+3,183.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.9% | +2.2% | -1.3% | -0.9% |
| 30D | +9.0% | +1.4% | +7.6% | +7.8% |
| 3M | +16.7% | -4.2% | +20.9% | +20.5% |
| 6M | +33.4% | +1.9% | +31.5% | +30.6% |
| YTD | +22.4% | +10.2% | +12.2% | +11.6% |
| 1Y | +27.7% | +12.8% | +14.9% | +14.4% |
| 3Y | +78.0% | +65.2% | +12.8% | +16.0% |
| 5Y | +108.5% | +49.8% | +58.7% | +47.0% |
| 10Y | +459.0% | +145.2% | +313.9% | +174.1% |
| All | +3,341.8% | +158.4% | +3,183.5% | +1,585.0% |
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