+54.8%
EFA vs CAPR
+87.6%
-32.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +1.2% | -9.5% | +10.7% | +1.3% |
| 30D | -0.7% | +121.5% | -122.2% | -1.4% |
| 3M | +6.4% | -65.4% | +71.8% | +6.7% |
| 6M | +11.4% | -67.5% | +78.9% | +11.7% |
| YTD | +14.0% | -68.6% | +82.6% | +14.3% |
| 1Y | +20.2% | +42.7% | -22.5% | +17.1% |
| 3Y | +68.2% | +43.4% | +24.8% | +56.7% |
| 5Y | +54.8% | +86.0% | -31.2% | +37.6% |
| All | +54.8% | +87.6% | -32.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling