+147.7%
EFA vs BR
+1,282.8%
-1,135.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | -6.0% | +3.6% | +0.3% |
| 30D | -2.2% | -0.9% | -1.4% | -2.0% |
| 3M | +5.7% | +16.4% | -10.7% | -2.3% |
| 6M | +8.2% | -8.2% | +16.4% | +10.8% |
| YTD | +11.8% | -23.2% | +35.0% | +23.4% |
| 1Y | +18.3% | -30.9% | +49.2% | +37.1% |
| 3Y | +64.9% | -5.0% | +69.9% | +61.5% |
| 5Y | +52.4% | +8.8% | +43.6% | +36.5% |
| 10Y | +142.4% | +190.1% | -47.7% | +25.1% |
| All | +147.7% | +1,282.8% | -1,135.2% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling