+68.2%
EFA vs FIX
+784.8%
-716.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | +1.2% | +6.1% | -4.9% | +0.4% |
| 30D | -0.7% | -2.7% | +1.9% | -0.5% |
| 3M | +6.4% | -10.9% | +17.3% | +7.3% |
| 6M | +11.4% | +29.0% | -17.6% | +7.1% |
| YTD | +14.0% | +76.9% | -62.9% | +5.6% |
| 1Y | +20.2% | +130.7% | -110.5% | +7.6% |
| 3Y | +68.2% | +790.7% | -722.5% | +25.4% |
| All | +68.2% | +784.8% | -716.6% | +25.4% |
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