-0.9%
BA vs EFA
+54.3%
-55.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.6% | +0.6% | +0.5% |
| 30D | -11.6% | +0.9% | -12.5% | -12.5% |
| 3M | -2.4% | +4.9% | -7.3% | -7.6% |
| 6M | -6.6% | +8.6% | -15.2% | -15.1% |
| YTD | -2.2% | +14.6% | -16.9% | -17.0% |
| 1Y | -8.0% | +22.6% | -30.6% | -28.0% |
| 3Y | -5.0% | +66.5% | -71.5% | -49.2% |
| All | -0.9% | +54.3% | -55.2% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling