+61.5%
EFA vs FIX
+448.6%
-387.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.4% |
| 7D | -1.4% | -17.5% | +16.0% | +0.4% |
| 30D | -1.2% | -41.6% | +40.4% | +4.8% |
| 3M | -5.1% | -40.6% | +35.5% | +0.2% |
| 6M | -1.2% | -49.4% | +48.1% | +5.8% |
| YTD | +7.8% | +9.2% | -1.4% | +5.1% |
| 1Y | +12.2% | +6.5% | +5.7% | +9.4% |
| 3Y | +61.5% | +448.7% | -387.2% | +19.0% |
| All | +61.5% | +448.6% | -387.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling