+142.8%
EFA vs BN
+265.2%
-122.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | -1.5% | -5.2% | +3.7% | +0.7% |
| 30D | -1.7% | -14.5% | +12.8% | +4.8% |
| 3M | +3.5% | -15.0% | +18.5% | +10.5% |
| 6M | +9.5% | -5.4% | +14.9% | +11.4% |
| YTD | +12.9% | -16.4% | +29.3% | +20.4% |
| 1Y | +18.2% | -16.2% | +34.4% | +25.5% |
| 3Y | +64.8% | +67.5% | -2.7% | +25.6% |
| 5Y | +53.9% | +34.1% | +19.8% | +26.1% |
| All | +142.8% | +265.2% | -122.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling