+507.0%
BA vs EFA
+394.8%
+112.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.6% | +0.6% | +0.6% |
| 30D | -11.6% | +0.9% | -12.5% | -12.4% |
| 3M | -2.4% | +4.9% | -7.3% | -6.7% |
| 6M | -6.6% | +8.6% | -15.2% | -13.5% |
| YTD | -2.2% | +14.6% | -16.9% | -14.3% |
| 1Y | -8.0% | +22.6% | -30.6% | -24.4% |
| 3Y | -5.0% | +66.5% | -71.5% | -41.6% |
| 5Y | -2.7% | +54.5% | -57.3% | -34.7% |
| 10Y | +75.9% | +144.8% | -68.9% | -13.5% |
| All | +507.0% | +394.8% | +112.2% | +62.9% |
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