+393.0%
EFA vs CHD
+2,828.2%
-2,435.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.1% |
| 30D | -0.7% | -6.2% | +5.5% | +1.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.5% |
| 6M | +11.4% | -3.5% | +14.9% | +12.1% |
| YTD | +14.0% | +16.2% | -2.2% | +7.8% |
| 1Y | +20.2% | +3.4% | +16.8% | +17.7% |
| 3Y | +68.2% | +4.6% | +63.6% | +61.5% |
| 5Y | +54.8% | +21.1% | +33.7% | +38.7% |
| 10Y | +142.4% | +126.5% | +15.8% | +61.8% |
| All | +393.0% | +2,828.2% | -2,435.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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