+144.1%
EFA vs FIX
+3,723.8%
-3,579.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | -13.9% | +15.2% | +3.6% |
| 30D | +0.9% | -35.5% | +36.5% | +8.8% |
| 3M | -3.4% | -33.9% | +30.6% | +3.2% |
| 6M | +2.0% | -43.3% | +45.3% | +11.4% |
| YTD | +10.4% | +18.7% | -8.3% | +2.9% |
| 1Y | +13.3% | +13.8% | -0.5% | +6.1% |
| 3Y | +65.9% | +495.0% | -429.0% | -0.8% |
| 5Y | +51.5% | +1,049.0% | -997.6% | -25.6% |
| 10Y | +144.1% | +3,644.4% | -3,500.3% | -10.9% |
| All | +144.1% | +3,723.8% | -3,579.7% | -10.9% |
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