+393.0%
EFA vs BAX
+36.6%
+356.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.6% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | -0.7% | -9.7% | +9.0% | +2.3% |
| 3M | +6.4% | +29.3% | -22.9% | -2.5% |
| 6M | +11.4% | +40.7% | -29.3% | -1.0% |
| YTD | +14.0% | +30.3% | -16.3% | +2.6% |
| 1Y | +20.2% | +3.4% | +16.8% | +15.6% |
| 3Y | +68.2% | -32.0% | +100.2% | +78.3% |
| 5Y | +54.8% | -66.9% | +121.7% | +106.3% |
| 10Y | +142.4% | -37.1% | +179.5% | +146.9% |
| All | +393.0% | +36.6% | +356.5% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling