+146.1%
EFA vs FIX
+3,615.9%
-3,469.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | +1.3% | +17.0% | -15.7% | -1.8% |
| 30D | +0.5% | -30.6% | +31.1% | +6.8% |
| 3M | -4.1% | -35.0% | +30.9% | +2.7% |
| 6M | +2.4% | -44.0% | +46.4% | +12.2% |
| YTD | +10.0% | +21.1% | -11.1% | +2.1% |
| 1Y | +11.4% | +16.3% | -4.9% | +3.9% |
| 3Y | +65.4% | +507.4% | -442.0% | -1.6% |
| 5Y | +49.6% | +1,052.1% | -1,002.5% | -26.6% |
| All | +146.1% | +3,615.9% | -3,469.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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