+395.9%
BA vs EFA
+365.3%
+30.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.3% |
| 7D | +1.1% | -1.4% | +2.5% | +2.5% |
| 30D | -7.9% | -1.2% | -6.7% | -6.9% |
| 3M | -25.3% | -5.1% | -20.2% | -21.6% |
| 6M | -24.6% | -1.2% | -23.3% | -23.7% |
| YTD | -20.1% | +7.8% | -27.9% | -25.8% |
| 1Y | -11.8% | +12.2% | -23.9% | -21.1% |
| 3Y | -10.1% | +61.5% | -71.6% | -43.2% |
| 5Y | -22.7% | +45.8% | -68.5% | -45.2% |
| 10Y | +35.1% | +141.8% | -106.8% | -32.3% |
| All | +395.9% | +365.3% | +30.6% | +41.0% |
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