+147.5%
EFA vs CAPR
-99.0%
+246.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +1.4% | +44.6% | -43.2% | +0.9% |
| 3M | -4.2% | +126.4% | -130.5% | -5.2% |
| 6M | +1.9% | -68.6% | +70.5% | +2.2% |
| YTD | +10.2% | -67.0% | +77.2% | +10.4% |
| 1Y | +12.8% | +65.2% | -52.4% | +8.7% |
| 3Y | +65.2% | +235.6% | -170.4% | +55.6% |
| 5Y | +49.8% | +175.4% | -125.6% | +40.4% |
| 10Y | +145.2% | -65.0% | +210.1% | +123.1% |
| All | +147.5% | -99.0% | +246.5% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling