+72.3%
BA vs EFV
+163.3%
-91.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +1.0% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -2.4% | +9.6% | -12.0% | -14.4% |
| 6M | -8.8% | +14.0% | -22.9% | -24.5% |
| YTD | -2.9% | +18.5% | -21.4% | -24.5% |
| 1Y | -8.8% | +27.9% | -36.7% | -36.7% |
| 3Y | -0.3% | +92.4% | -92.7% | -63.0% |
| 5Y | -0.3% | +97.2% | -97.5% | -64.1% |
| 10Y | +72.3% | +163.0% | -90.7% | -55.3% |
| All | +72.3% | +163.3% | -91.0% | -55.3% |
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