+393.0%
EFA vs BHP
+3,608.9%
-3,215.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | -0.7% | +4.0% | -4.7% | -2.4% |
| 3M | +6.4% | +12.3% | -5.9% | +0.9% |
| 6M | +11.4% | +30.8% | -19.4% | -1.2% |
| YTD | +14.0% | +58.8% | -44.8% | -7.1% |
| 1Y | +20.2% | +76.8% | -56.6% | -6.7% |
| 3Y | +68.2% | +87.5% | -19.3% | +25.0% |
| 5Y | +54.8% | +123.9% | -69.1% | +2.9% |
| 10Y | +142.4% | +504.4% | -362.0% | -1.2% |
| All | +393.0% | +3,608.9% | -3,215.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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