+532.2%
BE vs EFA
+49.5%
+482.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.2% |
| 7D | +10.8% | +2.2% | +8.6% | +6.4% |
| 30D | -19.8% | +1.4% | -21.2% | -21.2% |
| 3M | -18.7% | -4.2% | -14.6% | -9.5% |
| 6M | -33.7% | +1.9% | -35.7% | -32.5% |
| YTD | +121.0% | +10.2% | +110.8% | +93.8% |
| 1Y | +85.4% | +12.8% | +72.6% | +56.6% |
| 3Y | +1,709.5% | +65.2% | +1,644.3% | +637.3% |
| All | +532.2% | +49.5% | +482.7% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling