+395.7%
EFA vs BBWI
+434.1%
-38.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +0.9% | -5.2% | +6.0% | +1.6% |
| 3M | +4.9% | +11.1% | -6.2% | +1.6% |
| 6M | +8.6% | -13.4% | +21.9% | +9.9% |
| YTD | +14.6% | +0.1% | +14.5% | +11.7% |
| 1Y | +22.6% | -36.1% | +58.8% | +30.1% |
| 3Y | +66.5% | -44.1% | +110.6% | +73.3% |
| 5Y | +54.5% | -66.2% | +120.8% | +72.4% |
| 10Y | +144.8% | -54.8% | +199.5% | +116.1% |
| All | +395.7% | +434.1% | -38.3% | +65.6% |
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