+271.0%
BAC vs EFA
+394.8%
-123.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.4% |
| 30D | -0.4% | +0.9% | -1.3% | -1.5% |
| 3M | +16.9% | +4.9% | +12.0% | +9.7% |
| 6M | +26.6% | +8.6% | +18.0% | +13.0% |
| YTD | +15.8% | +14.6% | +1.2% | -3.7% |
| 1Y | +27.2% | +22.6% | +4.5% | -3.0% |
| 3Y | +132.4% | +66.5% | +65.9% | +18.8% |
| 5Y | +72.6% | +54.5% | +18.0% | -3.7% |
| 10Y | +389.7% | +144.8% | +245.0% | +57.5% |
| All | +271.0% | +394.8% | -123.8% | -30.2% |
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