+50.1%
EFA vs CF
+114.1%
-64.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | +4.8% | -2.5% | +2.1% |
| 30D | +1.4% | +4.7% | -3.3% | +1.2% |
| 3M | -4.2% | +7.4% | -11.6% | -4.5% |
| 6M | +1.9% | +0.6% | +1.3% | +1.8% |
| YTD | +10.2% | +64.1% | -53.9% | +4.4% |
| 1Y | +12.8% | +51.4% | -38.6% | +7.7% |
| 3Y | +65.2% | +67.8% | -2.6% | +54.3% |
| All | +50.1% | +114.1% | -64.0% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling