-22.1%
BA vs EFA
+45.7%
-67.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.4% |
| 7D | +1.1% | -1.4% | +2.5% | +2.7% |
| 30D | -7.9% | -1.2% | -6.7% | -6.8% |
| 3M | -25.3% | -5.1% | -20.2% | -20.8% |
| 6M | -24.6% | -1.2% | -23.3% | -23.6% |
| YTD | -20.1% | +7.8% | -27.9% | -27.4% |
| 1Y | -11.8% | +12.2% | -23.9% | -23.6% |
| 3Y | -10.1% | +61.5% | -71.6% | -50.7% |
| All | -22.1% | +45.7% | -67.8% | -46.1% |
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 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