+61.5%
EFA vs CF
+57.7%
+3.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.4% | -3.2% | +1.7% | -1.4% |
| 30D | -1.2% | +4.3% | -5.5% | -1.1% |
| 3M | -5.1% | +2.8% | -7.9% | -5.0% |
| 6M | -1.2% | +0.6% | -1.9% | -1.2% |
| YTD | +7.8% | +56.6% | -48.8% | +2.5% |
| 1Y | +12.2% | +49.6% | -37.5% | +7.2% |
| 3Y | +61.5% | +61.5% | 0.0% | +48.1% |
| All | +61.5% | +57.7% | +3.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling