+327.8%
XLF vs EFA
+386.6%
-58.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.7% |
| 7D | -1.0% | -0.5% | -0.6% | -0.6% |
| 30D | -1.3% | -1.3% | 0.0% | +0.1% |
| 3M | +9.1% | +5.2% | +4.0% | +3.3% |
| 6M | +14.4% | +9.4% | +5.0% | +3.2% |
| YTD | +5.1% | +12.7% | -7.6% | -8.4% |
| 1Y | +8.6% | +19.3% | -10.6% | -10.8% |
| 3Y | +74.4% | +66.3% | +8.1% | -0.1% |
| 5Y | +64.4% | +53.4% | +11.0% | +1.8% |
| 10Y | +251.6% | +144.4% | +107.2% | +36.1% |
| All | +327.8% | +386.6% | -58.8% | -16.6% |
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