-8.8%
BA vs EFA
+20.5%
-29.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +2.5% | +1.2% | +1.3% | +1.2% |
| 30D | -10.1% | -0.7% | -9.4% | -9.4% |
| 3M | -2.4% | +6.4% | -8.8% | -8.2% |
| 6M | -8.8% | +11.4% | -20.2% | -17.8% |
| YTD | -2.9% | +14.0% | -16.9% | -16.6% |
| 1Y | -8.8% | +20.2% | -29.0% | -24.9% |
| All | -8.8% | +20.5% | -29.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling