+378.9%
EFA vs COO
+834.5%
-455.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | +1.6% | +13.3% | -11.7% | -1.9% |
| 3M | -3.2% | -18.1% | +14.9% | +1.5% |
| 6M | +2.5% | +6.7% | -4.2% | -0.5% |
| YTD | +10.7% | -23.2% | +33.9% | +17.4% |
| 1Y | +12.8% | -12.3% | +25.0% | +15.2% |
| 3Y | +66.4% | -23.6% | +90.0% | +72.4% |
| 5Y | +51.4% | -38.7% | +90.1% | +64.5% |
| 10Y | +146.3% | +42.2% | +104.1% | +110.4% |
| All | +378.9% | +834.5% | -455.7% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling