+53.7%
EFA vs BAX
-67.2%
+120.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.5% | -5.1% | +4.6% | +0.4% |
| 30D | -1.3% | -12.2% | +10.8% | +0.8% |
| 3M | +5.2% | +21.8% | -16.6% | +1.3% |
| 6M | +9.4% | +36.3% | -27.0% | +2.9% |
| YTD | +12.7% | +27.8% | -15.1% | +6.6% |
| 1Y | +19.3% | -0.1% | +19.3% | +17.4% |
| 3Y | +66.3% | -33.3% | +99.6% | +72.7% |
| All | +53.7% | -67.2% | +120.9% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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