+54.8%
EFA vs CB
+98.8%
-44.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -0.7% | -3.9% | +3.2% | +0.3% |
| 3M | +6.4% | +4.9% | +1.5% | +4.5% |
| 6M | +11.4% | +3.3% | +8.1% | +9.7% |
| YTD | +14.0% | +8.5% | +5.5% | +10.4% |
| 1Y | +20.2% | +22.1% | -1.9% | +11.9% |
| 3Y | +68.2% | +70.1% | -1.9% | +36.8% |
| 5Y | +54.8% | +97.4% | -42.6% | +17.8% |
| All | +54.8% | +98.8% | -44.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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