+52.4%
EFA vs BBWI
-69.5%
+121.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.7% |
| 7D | -2.4% | -8.0% | +5.7% | -1.3% |
| 30D | -2.2% | -6.6% | +4.4% | -1.6% |
| 3M | +5.7% | -2.7% | +8.4% | +5.4% |
| 6M | +8.2% | -12.8% | +21.0% | +9.0% |
| YTD | +11.8% | -10.5% | +22.2% | +11.7% |
| 1Y | +18.3% | -35.3% | +53.6% | +23.0% |
| 3Y | +64.9% | -47.7% | +112.7% | +71.0% |
| 5Y | +52.4% | -68.9% | +121.3% | +69.1% |
| All | +52.4% | -69.5% | +121.9% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling