+52.7%
EFA vs BR
+8.0%
+44.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | -1.7% | -0.3% | -1.4% | -1.7% |
| 3M | +3.5% | +17.3% | -13.8% | -1.6% |
| 6M | +9.5% | -6.7% | +16.2% | +11.5% |
| YTD | +12.9% | -23.4% | +36.3% | +22.7% |
| 1Y | +18.2% | -32.7% | +50.9% | +34.8% |
| 3Y | +64.8% | -5.9% | +70.7% | +63.2% |
| All | +52.7% | +8.0% | +44.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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