+142.8%
EFA vs BUD
-22.3%
+165.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.7% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | -1.7% | -1.2% | -0.4% | -1.3% |
| 3M | +3.5% | -4.9% | +8.4% | +5.1% |
| 6M | +9.5% | +9.3% | +0.2% | +5.4% |
| YTD | +12.9% | +24.0% | -11.1% | +3.5% |
| 1Y | +18.2% | +34.5% | -16.3% | +5.0% |
| 3Y | +64.8% | +43.7% | +21.2% | +40.4% |
| 5Y | +53.9% | +46.0% | +7.9% | +28.1% |
| All | +142.8% | -22.3% | +165.0% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling