+146.1%
EFA vs CI
+145.6%
+0.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | +0.5% | +4.9% | -4.3% | -0.6% |
| 3M | -4.1% | +7.4% | -11.5% | -5.9% |
| 6M | +2.4% | +0.4% | +2.1% | +1.8% |
| YTD | +10.0% | +9.5% | +0.6% | +6.8% |
| 1Y | +11.4% | +12.0% | -0.6% | +7.5% |
| 3Y | +65.4% | +7.1% | +58.3% | +56.6% |
| 5Y | +49.6% | +49.3% | +0.3% | +25.9% |
| All | +146.1% | +145.6% | +0.5% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling