+285.1%
EFA vs BUD
+201.1%
+84.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +0.9% | -5.7% | +6.5% | +3.4% |
| 3M | +4.9% | +3.1% | +1.8% | +3.0% |
| 6M | +8.6% | +7.9% | +0.7% | +4.2% |
| YTD | +14.6% | +27.3% | -12.7% | +1.9% |
| 1Y | +22.6% | +37.8% | -15.2% | +4.9% |
| 3Y | +66.5% | +49.8% | +16.7% | +33.9% |
| 5Y | +54.5% | +43.8% | +10.7% | +24.0% |
| 10Y | +144.8% | -22.6% | +167.4% | +150.4% |
| All | +285.1% | +201.1% | +84.1% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling