+55.1%
EFA vs COMP
-27.8%
+82.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 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% | +12.2% |
| 1Y | +20.2% | +12.6% | +7.6% | +16.9% |
| 3Y | +68.2% | +221.9% | -153.7% | +43.8% |
| All | +55.1% | -27.8% | +82.8% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling