+395.8%
BA vs EFA
+376.6%
+19.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -1.3% |
| 30D | -8.9% | +0.9% | -9.9% | -9.9% |
| 3M | -25.5% | -3.4% | -22.1% | -23.2% |
| 6M | -27.0% | +2.0% | -28.9% | -28.4% |
| YTD | -20.1% | +10.4% | -30.5% | -27.6% |
| 1Y | -11.0% | +13.3% | -24.3% | -21.3% |
| 3Y | -11.8% | +65.9% | -77.8% | -45.8% |
| 5Y | -20.6% | +51.5% | -72.1% | -45.8% |
| 10Y | +26.6% | +144.1% | -117.5% | -37.4% |
| All | +395.8% | +376.6% | +19.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling