+910.3%
XBI vs EFA
+209.5%
+700.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.9% |
| 7D | -4.6% | -2.4% | -2.2% | -2.7% |
| 30D | -0.8% | -2.2% | +1.5% | +1.1% |
| 3M | +21.8% | +5.7% | +16.2% | +16.6% |
| 6M | +23.2% | +8.2% | +15.0% | +15.7% |
| YTD | +28.7% | +11.8% | +17.0% | +17.8% |
| 1Y | +67.8% | +18.3% | +49.5% | +46.8% |
| 3Y | +100.6% | +64.9% | +35.7% | +35.3% |
| 5Y | +19.8% | +52.4% | -32.6% | -13.2% |
| 10Y | +159.7% | +142.4% | +17.4% | +36.5% |
| All | +910.3% | +209.5% | +700.7% | +319.1% |
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