+146.3%
EFA vs BND
+76.6%
+69.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -0.7% | -0.4% | -0.4% | -0.7% |
| 3M | +6.4% | -0.2% | +6.6% | +6.4% |
| 6M | +11.4% | -1.2% | +12.6% | +11.5% |
| YTD | +14.0% | -0.3% | +14.3% | +14.1% |
| 1Y | +20.2% | +0.4% | +19.8% | +20.2% |
| 3Y | +68.2% | +13.4% | +54.8% | +68.0% |
| 5Y | +54.8% | -1.5% | +56.3% | +48.8% |
| 10Y | +142.4% | +15.5% | +126.9% | +151.9% |
| All | +146.3% | +76.6% | +69.7% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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