+248.8%
XLF vs EFA
+146.6%
+102.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.3% |
| 7D | -1.5% | -1.5% | +0.1% | 0.0% |
| 30D | -1.2% | -1.7% | +0.5% | +0.5% |
| 3M | +9.2% | +3.5% | +5.7% | +5.3% |
| 6M | +16.3% | +9.5% | +6.9% | +5.2% |
| YTD | +5.4% | +12.9% | -7.4% | -7.9% |
| 1Y | +7.6% | +18.2% | -10.6% | -10.4% |
| 3Y | +74.2% | +64.8% | +9.4% | +0.4% |
| 5Y | +66.1% | +53.9% | +12.2% | +3.3% |
| All | +248.8% | +146.6% | +102.3% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling