+383.4%
EFA vs BDX
+829.0%
-445.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.1% |
| 7D | -2.4% | -5.4% | +3.1% | -0.2% |
| 30D | -2.2% | -2.2% | -0.1% | -1.5% |
| 3M | +5.7% | +20.1% | -14.4% | -2.4% |
| 6M | +8.2% | +9.1% | -0.9% | +3.6% |
| YTD | +11.8% | +17.9% | -6.1% | +3.3% |
| 1Y | +18.3% | +22.1% | -3.8% | +7.5% |
| 3Y | +64.9% | -10.5% | +75.5% | +66.4% |
| 5Y | +52.4% | -2.6% | +55.0% | +45.8% |
| 10Y | +142.4% | +57.5% | +84.9% | +73.3% |
| All | +383.4% | +829.0% | -445.6% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling