+395.7%
EFA vs BN
+5,526.5%
-5,130.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.7% |
| 30D | +0.9% | -9.5% | +10.4% | +5.5% |
| 3M | +4.9% | -10.4% | +15.3% | +10.1% |
| 6M | +8.6% | -6.4% | +14.9% | +11.2% |
| YTD | +14.6% | -11.9% | +26.5% | +20.2% |
| 1Y | +22.6% | -8.6% | +31.2% | +25.9% |
| 3Y | +66.5% | +77.6% | -11.0% | +20.1% |
| 5Y | +54.5% | +37.0% | +17.5% | +22.6% |
| 10Y | +144.8% | +266.4% | -121.6% | +12.5% |
| All | +395.7% | +5,526.5% | -5,130.7% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling