+64.3%
XLF vs EFA
+52.4%
+11.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.1% |
| 7D | -1.5% | -1.5% | +0.1% | -0.3% |
| 30D | -1.2% | -1.7% | +0.5% | +0.1% |
| 3M | +9.2% | +3.5% | +5.7% | +6.1% |
| 6M | +16.3% | +9.5% | +6.9% | +7.6% |
| YTD | +5.4% | +12.9% | -7.4% | -5.1% |
| 1Y | +7.6% | +18.2% | -10.6% | -6.9% |
| 3Y | +74.2% | +64.8% | +9.4% | +11.6% |
| All | +64.3% | +52.4% | +11.8% | +14.3% |
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 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