+395.7%
EFA vs COO
+933.4%
-537.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | +0.9% | -7.0% | +7.9% | +2.8% |
| 3M | +4.9% | +12.2% | -7.3% | +1.1% |
| 6M | +8.6% | -15.1% | +23.7% | +12.9% |
| YTD | +14.6% | -15.1% | +29.7% | +19.1% |
| 1Y | +22.6% | +2.3% | +20.3% | +20.7% |
| 3Y | +66.5% | -23.7% | +90.2% | +73.6% |
| 5Y | +54.5% | -38.9% | +93.5% | +69.0% |
| 10Y | +144.8% | +49.9% | +94.9% | +107.2% |
| All | +395.7% | +933.4% | -537.7% | +125.4% |
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