+217.6%
BAC vs EFA
+147.0%
+70.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.8% |
| 7D | +3.2% | +2.2% | +1.0% | +0.6% |
| 30D | -0.7% | +1.4% | -2.1% | -2.3% |
| 3M | -20.0% | -4.2% | -15.8% | -16.1% |
| 6M | +3.4% | +1.9% | +1.5% | +0.7% |
| YTD | -5.7% | +10.2% | -15.9% | -17.0% |
| 1Y | -1.4% | +12.8% | -14.2% | -15.6% |
| 3Y | +97.9% | +65.2% | +32.7% | +4.2% |
| 5Y | +22.9% | +49.8% | -26.9% | -26.3% |
| All | +217.6% | +147.0% | +70.7% | +0.4% |
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