-16.2%
BA vs EFA
+66.3%
-82.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -1.1% | +2.2% | -3.3% | -3.4% |
| 30D | -7.1% | +1.4% | -8.5% | -8.6% |
| 3M | -25.5% | -4.2% | -21.4% | -22.3% |
| 6M | -28.7% | +1.9% | -30.6% | -30.2% |
| YTD | -21.0% | +10.2% | -31.2% | -29.2% |
| 1Y | -11.9% | +12.8% | -24.6% | -23.0% |
| 3Y | -16.2% | +65.2% | -81.4% | -47.1% |
| All | -16.2% | +66.3% | -82.5% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling