+65.2%
EFA vs COMP
+423.6%
-358.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +1.4% | +16.6% | -15.2% | -0.1% |
| 3M | -4.2% | -23.5% | +19.4% | -2.4% |
| 6M | +1.9% | +25.7% | -23.8% | -0.6% |
| YTD | +10.2% | -3.4% | +13.6% | +8.5% |
| 1Y | +12.8% | +7.6% | +5.2% | +10.1% |
| 3Y | +65.2% | +423.6% | -358.4% | +40.4% |
| All | +65.2% | +423.6% | -358.4% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling