+392.9%
BAC vs EFA
+146.6%
+246.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +1.7% |
| 30D | -2.8% | -1.7% | -1.1% | -1.0% |
| 3M | +14.2% | +3.5% | +10.7% | +9.5% |
| 6M | +30.5% | +9.5% | +21.1% | +16.4% |
| YTD | +15.8% | +12.9% | +2.9% | -0.7% |
| 1Y | +26.2% | +18.2% | +8.0% | +2.2% |
| 3Y | +136.5% | +64.8% | +71.7% | +25.7% |
| 5Y | +75.9% | +53.9% | +22.1% | +2.4% |
| All | +392.9% | +146.6% | +246.3% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling