+375.9%
EFA vs COO
+823.5%
-447.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | +0.5% | +13.9% | -13.4% | -3.0% |
| 3M | -4.1% | -18.9% | +14.8% | +0.8% |
| 6M | +2.4% | +3.7% | -1.3% | +0.2% |
| YTD | +10.0% | -24.1% | +34.1% | +17.1% |
| 1Y | +11.4% | -14.2% | +25.6% | +14.5% |
| 3Y | +65.4% | -24.5% | +89.8% | +71.8% |
| 5Y | +49.6% | -40.4% | +90.0% | +63.9% |
| 10Y | +144.8% | +40.5% | +104.3% | +109.8% |
| All | +375.9% | +823.5% | -447.7% | +121.6% |
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