+142.8%
EFA vs BB
+1.6%
+141.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -1.7% | -12.5% | +10.9% | -0.4% |
| 3M | +3.5% | -17.4% | +20.9% | +4.8% |
| 6M | +9.5% | +119.1% | -109.7% | -1.0% |
| YTD | +12.9% | +102.4% | -89.5% | +2.8% |
| 1Y | +18.2% | +98.2% | -80.0% | +7.5% |
| 3Y | +64.8% | +46.9% | +17.9% | +49.9% |
| 5Y | +53.9% | -26.4% | +80.3% | +46.0% |
| All | +142.8% | +1.6% | +141.2% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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