+336.7%
COP vs EFA
+147.0%
+189.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +4.4% | +2.2% | +2.2% | +2.0% |
| 30D | 0.0% | +1.4% | -1.4% | -1.9% |
| 3M | +15.0% | -4.2% | +19.2% | +19.0% |
| 6M | +22.0% | +1.9% | +20.1% | +17.1% |
| YTD | +55.3% | +10.2% | +45.1% | +33.3% |
| 1Y | +64.1% | +12.8% | +51.4% | +36.8% |
| 3Y | +34.1% | +65.2% | -31.1% | -31.5% |
| 5Y | +133.4% | +49.8% | +83.5% | +34.0% |
| All | +336.7% | +147.0% | +189.7% | +45.4% |
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