+393.0%
EFA vs BEN
+402.1%
-9.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.2% | +4.7% | -3.5% | -0.8% |
| 30D | -0.7% | +2.6% | -3.3% | -1.9% |
| 3M | +6.4% | +11.5% | -5.1% | +1.2% |
| 6M | +11.4% | +35.3% | -23.9% | -2.9% |
| YTD | +14.0% | +48.6% | -34.6% | -4.9% |
| 1Y | +20.2% | +46.7% | -26.5% | +0.5% |
| 3Y | +68.2% | +57.0% | +11.2% | +31.3% |
| 5Y | +54.8% | +41.8% | +13.0% | +22.0% |
| 10Y | +142.4% | +55.2% | +87.2% | +63.9% |
| All | +393.0% | +402.1% | -9.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling