+376.6%
EFA vs BBWI
+485.5%
-108.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +12.9% | -11.5% | -1.4% |
| 3M | -4.2% | +16.0% | -20.2% | -8.0% |
| 6M | +1.9% | +16.6% | -14.7% | -3.2% |
| YTD | +10.2% | +9.7% | +0.5% | +4.7% |
| 1Y | +12.8% | +1.5% | +11.3% | +7.7% |
| 3Y | +65.2% | -21.4% | +86.6% | +58.5% |
| 5Y | +49.8% | -67.6% | +117.4% | +68.6% |
| 10Y | +145.2% | -46.8% | +192.0% | +106.5% |
| All | +376.6% | +485.5% | -108.9% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling