+20.2%
EFA vs COMP
+11.9%
+8.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +1.2% | +4.1% | -2.9% | +0.8% |
| 30D | -0.7% | -14.5% | +13.8% | +0.7% |
| 3M | +6.4% | +41.8% | -35.4% | +2.3% |
| 6M | +11.4% | +23.6% | -12.2% | +6.9% |
| YTD | +14.0% | +1.7% | +12.3% | +9.9% |
| 1Y | +20.2% | +12.6% | +7.6% | +14.6% |
| All | +20.2% | +11.9% | +8.3% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling