+52.7%
EFA vs BTI
+118.0%
-65.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +3.5% | -8.8% | +12.3% | +5.7% |
| 6M | +9.5% | -4.0% | +13.4% | +9.8% |
| YTD | +12.9% | +0.4% | +12.5% | +11.6% |
| 1Y | +18.2% | +1.9% | +16.3% | +16.2% |
| 3Y | +64.8% | +108.5% | -43.7% | +24.9% |
| All | +52.7% | +118.0% | -65.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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