+393.0%
EFA vs CAG
+122.9%
+270.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.2% | -5.3% | +6.5% | +2.7% |
| 30D | -0.7% | +1.0% | -1.7% | -1.1% |
| 3M | +6.4% | +17.4% | -11.0% | +1.1% |
| 6M | +11.4% | -16.8% | +28.2% | +16.4% |
| YTD | +14.0% | -6.8% | +20.8% | +14.8% |
| 1Y | +20.2% | -15.4% | +35.6% | +24.3% |
| 3Y | +68.2% | -37.1% | +105.3% | +86.6% |
| 5Y | +54.8% | -41.3% | +96.1% | +73.2% |
| 10Y | +142.4% | -35.5% | +177.9% | +143.1% |
| All | +393.0% | +122.9% | +270.2% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling