+28.1%
BA vs EFV
+165.2%
-137.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -4.5% |
| 7D | -1.7% | +1.7% | -3.5% | -4.4% |
| 30D | -9.5% | +3.4% | -12.9% | -14.0% |
| 3M | -26.5% | -1.7% | -24.8% | -25.1% |
| 6M | -27.4% | +6.4% | -33.8% | -33.9% |
| YTD | -20.6% | +16.3% | -36.9% | -37.0% |
| 1Y | -11.4% | +22.9% | -34.3% | -35.3% |
| 3Y | -10.8% | +92.8% | -103.7% | -67.4% |
| 5Y | -21.9% | +93.5% | -115.4% | -71.4% |
| 10Y | +28.1% | +162.1% | -134.0% | -64.7% |
| All | +28.1% | +165.2% | -137.0% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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