+53.4%
EFA vs BP
+141.6%
-88.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -0.5% | +4.0% | -4.5% | -1.3% |
| 30D | -1.3% | +7.8% | -9.2% | -3.1% |
| 3M | +5.2% | +8.4% | -3.2% | +3.0% |
| 6M | +9.4% | +15.1% | -5.7% | +4.6% |
| YTD | +12.7% | +36.4% | -23.7% | +2.7% |
| 1Y | +19.3% | +40.9% | -21.6% | +7.4% |
| 3Y | +66.3% | +38.8% | +27.5% | +48.1% |
| 5Y | +53.4% | +141.1% | -87.7% | +14.0% |
| All | +53.4% | +141.6% | -88.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling