+144.4%
EFA vs CAPR
-77.3%
+221.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.5% | -12.6% | +12.2% | -0.3% |
| 30D | -1.3% | +124.4% | -125.8% | -2.4% |
| 3M | +5.2% | -66.8% | +72.0% | +5.7% |
| 6M | +9.4% | -71.8% | +81.1% | +10.0% |
| YTD | +12.7% | -70.1% | +82.8% | +13.2% |
| 1Y | +19.3% | +33.3% | -14.1% | +14.8% |
| 3Y | +66.3% | +36.7% | +29.6% | +56.5% |
| 5Y | +53.4% | +72.5% | -19.1% | +42.4% |
| 10Y | +144.4% | -77.3% | +221.7% | +119.9% |
| All | +144.4% | -77.3% | +221.7% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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