+142.8%
EFA vs BP
+137.7%
+5.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.5% | +5.2% | -6.7% | -3.0% |
| 30D | -1.7% | +8.7% | -10.4% | -4.2% |
| 3M | +3.5% | +9.3% | -5.8% | +0.3% |
| 6M | +9.5% | +13.6% | -4.1% | +4.1% |
| YTD | +12.9% | +37.7% | -24.8% | +0.6% |
| 1Y | +18.2% | +40.6% | -22.4% | +4.3% |
| 3Y | +64.8% | +40.3% | +24.5% | +43.1% |
| 5Y | +53.9% | +141.4% | -87.5% | +8.4% |
| All | +142.8% | +137.7% | +5.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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