+64.6%
EFA vs BBWI
-47.8%
+112.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.5% |
| 7D | -0.5% | -4.4% | +4.0% | 0.0% |
| 30D | -1.3% | -7.4% | +6.0% | -0.7% |
| 3M | +5.2% | -2.2% | +7.4% | +5.0% |
| 6M | +9.4% | -16.3% | +25.7% | +10.5% |
| YTD | +12.7% | -9.1% | +21.9% | +12.6% |
| 1Y | +19.3% | -34.5% | +53.8% | +23.3% |
| All | +64.6% | -47.8% | +112.5% | +69.5% |
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