+3,338.9%
COST vs EFA
+386.6%
+2,952.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.5% |
| 30D | -5.3% | -1.3% | -3.9% | -4.6% |
| 3M | -6.7% | +5.2% | -11.9% | -9.5% |
| 6M | -9.9% | +9.4% | -19.3% | -15.0% |
| YTD | +5.1% | +12.7% | -7.6% | -2.5% |
| 1Y | -7.3% | +19.3% | -26.6% | -16.9% |
| 3Y | +70.4% | +66.3% | +4.1% | +26.1% |
| 5Y | +104.4% | +53.4% | +51.1% | +57.6% |
| 10Y | +609.0% | +144.4% | +464.6% | +314.5% |
| All | +3,338.9% | +386.6% | +2,952.3% | +961.6% |
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