+66.4%
EFA vs COMP
-49.4%
+115.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.8% |
| 30D | -0.7% | -14.5% | +13.8% | +0.5% |
| 3M | +6.4% | +41.8% | -35.4% | +2.9% |
| 6M | +11.4% | +23.6% | -12.2% | +8.3% |
| YTD | +14.0% | +1.7% | +12.3% | +12.3% |
| 1Y | +20.2% | +12.6% | +7.6% | +17.0% |
| 3Y | +68.2% | +221.9% | -153.7% | +44.3% |
| 5Y | +54.8% | -28.1% | +83.0% | +39.6% |
| All | +66.4% | -49.4% | +115.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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