+1,007.6%
XLY vs EFA
+387.2%
+620.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.1% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | -4.2% | -1.7% | -2.5% | -2.9% |
| 3M | -2.7% | +3.5% | -6.2% | -5.4% |
| 6M | -0.6% | +9.5% | -10.1% | -7.8% |
| YTD | -5.0% | +12.9% | -17.9% | -14.2% |
| 1Y | -4.1% | +18.2% | -22.3% | -16.5% |
| 3Y | +33.6% | +64.8% | -31.2% | -10.9% |
| 5Y | +28.7% | +53.9% | -25.2% | -8.5% |
| 10Y | +219.6% | +144.8% | +74.9% | +60.0% |
| All | +1,007.6% | +387.2% | +620.3% | +187.1% |
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