+52.4%
EFA vs BN
+30.5%
+21.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.4% | -5.9% | +3.5% | -0.1% |
| 30D | -2.2% | -15.1% | +12.8% | +4.0% |
| 3M | +5.7% | -14.6% | +20.2% | +12.1% |
| 6M | +8.2% | -8.4% | +16.6% | +11.3% |
| YTD | +11.8% | -16.8% | +28.6% | +18.9% |
| 1Y | +18.3% | -14.4% | +32.7% | +23.9% |
| 3Y | +64.9% | +70.1% | -5.2% | +26.3% |
| 5Y | +52.4% | +33.5% | +18.9% | +25.4% |
| All | +52.4% | +30.5% | +21.8% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling