+6.1%
CMCSA vs EFA
+146.6%
-140.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -4.9% | -1.5% | -3.3% | -3.8% |
| 30D | -1.1% | -1.7% | +0.6% | +0.2% |
| 3M | +6.6% | +3.5% | +3.1% | +3.7% |
| 6M | -15.5% | +9.5% | -24.9% | -21.7% |
| YTD | -6.7% | +12.9% | -19.5% | -15.9% |
| 1Y | -15.6% | +18.2% | -33.8% | -26.7% |
| 3Y | -33.7% | +64.8% | -98.5% | -56.4% |
| 5Y | -46.6% | +53.9% | -100.5% | -63.2% |
| All | +6.1% | +146.6% | -140.5% | -47.8% |
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