+72.3%
BA vs EFA
+141.9%
-69.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +2.5% | +1.2% | +1.3% | +0.7% |
| 30D | -10.1% | -0.7% | -9.4% | -9.2% |
| 3M | -2.4% | +6.4% | -8.8% | -10.8% |
| 6M | -8.8% | +11.4% | -20.2% | -22.2% |
| YTD | -2.9% | +14.0% | -16.9% | -20.6% |
| 1Y | -8.8% | +20.2% | -29.0% | -31.2% |
| 3Y | -0.3% | +68.2% | -68.5% | -55.8% |
| 5Y | -0.3% | +54.8% | -55.1% | -48.5% |
| 10Y | +72.3% | +142.4% | -70.1% | -48.8% |
| All | +72.3% | +141.9% | -69.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling