+395.7%
EFA vs BP
+183.5%
+212.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.6% | +3.9% | -3.4% | -1.2% |
| 30D | +0.9% | +7.6% | -6.8% | -2.6% |
| 3M | +4.9% | +0.7% | +4.2% | +3.7% |
| 6M | +8.6% | +15.5% | -6.9% | -0.1% |
| YTD | +14.6% | +30.8% | -16.2% | -0.7% |
| 1Y | +22.6% | +34.3% | -11.7% | +4.4% |
| 3Y | +66.5% | +35.1% | +31.5% | +37.8% |
| 5Y | +54.5% | +126.8% | -72.3% | -3.9% |
| 10Y | +144.8% | +123.4% | +21.4% | +36.5% |
| All | +395.7% | +183.5% | +212.3% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling