+52.7%
EFA vs BDX
-2.2%
+54.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -3.2% | +1.6% | -0.8% |
| 30D | -1.7% | -2.5% | +0.9% | -1.1% |
| 3M | +3.5% | +21.4% | -17.9% | -1.4% |
| 6M | +9.5% | +10.4% | -0.9% | +6.7% |
| YTD | +12.9% | +18.8% | -6.0% | +7.8% |
| 1Y | +18.2% | +21.7% | -3.5% | +12.1% |
| 3Y | +64.8% | -10.0% | +74.8% | +67.9% |
| All | +52.7% | -2.2% | +54.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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