+1,003.0%
BE vs EFA
+97.8%
+905.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +4.8% |
| 7D | +9.0% | -1.5% | +10.6% | +12.4% |
| 30D | +16.3% | -1.7% | +17.9% | +20.5% |
| 3M | +10.8% | +3.5% | +7.3% | +6.7% |
| 6M | +73.2% | +9.5% | +63.7% | +51.3% |
| YTD | +217.4% | +12.9% | +204.5% | +164.1% |
| 1Y | +309.8% | +18.2% | +291.6% | +218.2% |
| 3Y | +1,726.2% | +64.8% | +1,661.3% | +693.6% |
| 5Y | +1,306.2% | +53.9% | +1,252.3% | +633.2% |
| All | +1,003.0% | +97.8% | +905.2% | +273.6% |
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