+144.4%
EFA vs FIX
+5,928.8%
-5,784.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | -1.3% | -3.5% | +2.2% | -0.9% |
| 3M | +5.2% | -11.8% | +17.0% | +6.8% |
| 6M | +9.4% | +17.8% | -8.4% | +4.3% |
| YTD | +12.7% | +73.3% | -60.6% | -0.9% |
| 1Y | +19.3% | +128.1% | -108.8% | -1.8% |
| 3Y | +66.3% | +772.7% | -706.3% | -5.4% |
| 5Y | +53.4% | +2,166.4% | -2,113.1% | -32.8% |
| 10Y | +144.4% | +6,034.5% | -5,890.0% | -11.8% |
| All | +144.4% | +5,928.8% | -5,784.4% | -11.8% |
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