+67.3%
EFA vs COMP
-47.7%
+114.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +0.9% | -13.3% | +14.2% | +2.0% |
| 3M | +4.9% | +41.1% | -36.2% | +1.5% |
| 6M | +8.6% | +17.2% | -8.6% | +6.0% |
| YTD | +14.6% | +5.2% | +9.4% | +12.6% |
| 1Y | +22.6% | +18.9% | +3.7% | +18.8% |
| 3Y | +66.5% | +215.9% | -149.4% | +43.1% |
| 5Y | +54.5% | -31.2% | +85.7% | +39.3% |
| All | +67.3% | -47.7% | +114.9% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling