+64.6%
EFA vs COO
-27.8%
+92.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +0.1% |
| 7D | -0.5% | -9.0% | +8.5% | +1.3% |
| 30D | -1.3% | -16.8% | +15.5% | +2.1% |
| 3M | +5.2% | -7.5% | +12.7% | +6.5% |
| 6M | +9.4% | -16.3% | +25.6% | +13.0% |
| YTD | +12.7% | -22.5% | +35.3% | +18.3% |
| 1Y | +19.3% | -7.0% | +26.3% | +20.2% |
| All | +64.6% | -27.8% | +92.4% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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