+33.6%
XLY vs EFA
+65.2%
-31.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -1.7% | -1.5% | -0.2% | -0.3% |
| 30D | -4.2% | -1.7% | -2.5% | -2.7% |
| 3M | -2.7% | +3.5% | -6.2% | -5.7% |
| 6M | -0.6% | +9.5% | -10.1% | -8.8% |
| YTD | -5.0% | +12.9% | -17.9% | -15.7% |
| 1Y | -4.1% | +18.2% | -22.3% | -18.6% |
| 3Y | +33.6% | +64.8% | -31.2% | -21.2% |
| All | +33.6% | +65.2% | -31.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling