+393.0%
EFA vs BTI
+2,310.1%
-1,917.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.2% | -1.4% | +2.6% | +1.8% |
| 30D | -0.7% | -7.0% | +6.3% | +2.3% |
| 3M | +6.4% | -6.3% | +12.7% | +8.7% |
| 6M | +11.4% | -2.0% | +13.4% | +11.0% |
| YTD | +14.0% | +0.2% | +13.8% | +12.3% |
| 1Y | +20.2% | +3.8% | +16.4% | +16.3% |
| 3Y | +68.2% | +112.1% | -43.9% | +15.2% |
| 5Y | +54.8% | +113.6% | -58.8% | +4.3% |
| 10Y | +142.4% | +69.6% | +72.8% | +71.8% |
| All | +393.0% | +2,310.1% | -1,917.1% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling