+377.5%
EFA vs CB
+1,689.3%
-1,311.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.2% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +0.9% | +8.2% | -7.3% | -2.2% |
| 3M | -3.4% | +6.3% | -9.7% | -5.8% |
| 6M | +2.0% | +16.2% | -14.2% | -4.6% |
| YTD | +10.4% | +19.3% | -8.9% | +1.9% |
| 1Y | +13.3% | +29.2% | -16.0% | +1.2% |
| 3Y | +65.9% | +71.4% | -5.5% | +30.6% |
| 5Y | +51.5% | +104.2% | -52.8% | +9.7% |
| 10Y | +144.1% | +246.7% | -102.5% | +36.5% |
| All | +377.5% | +1,689.3% | -1,311.8% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling