+53.7%
EFA vs BEN
+38.1%
+15.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.5% | +3.4% | -3.8% | -1.5% |
| 30D | -1.3% | +1.8% | -3.1% | -1.9% |
| 3M | +5.2% | +8.4% | -3.2% | +2.3% |
| 6M | +9.4% | +35.6% | -26.3% | -1.3% |
| YTD | +12.7% | +46.4% | -33.6% | -0.9% |
| 1Y | +19.3% | +46.3% | -27.1% | +4.6% |
| 3Y | +66.3% | +54.6% | +11.7% | +39.3% |
| All | +53.7% | +38.1% | +15.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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