+383.4%
EFA vs BG
+1,192.5%
-809.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -2.4% | +3.7% | -6.1% | -3.4% |
| 30D | -2.2% | +12.3% | -14.6% | -5.5% |
| 3M | +5.7% | -2.2% | +7.9% | +5.7% |
| 6M | +8.2% | +5.3% | +2.8% | +5.6% |
| YTD | +11.8% | +42.4% | -30.6% | +0.1% |
| 1Y | +18.3% | +55.2% | -36.9% | +2.9% |
| 3Y | +64.9% | +21.0% | +44.0% | +51.0% |
| 5Y | +52.4% | +87.1% | -34.7% | +19.7% |
| 10Y | +142.4% | +169.8% | -27.5% | +59.5% |
| All | +383.4% | +1,192.5% | -809.0% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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