+65.2%
EFA vs BBWI
-24.0%
+89.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +12.9% | -11.5% | +0.1% |
| 3M | -4.2% | +16.0% | -20.2% | -5.9% |
| 6M | +1.9% | +16.6% | -14.7% | -0.4% |
| YTD | +10.2% | +9.7% | +0.5% | +7.8% |
| 1Y | +12.8% | +1.5% | +11.3% | +10.8% |
| 3Y | +65.2% | -21.4% | +86.6% | +68.1% |
| All | +65.2% | -24.0% | +89.2% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling