-11.0%
BA vs EFV
+21.7%
-32.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | 0.0% | +2.1% | -2.1% | -1.9% |
| 30D | -8.9% | +3.1% | -12.0% | -11.5% |
| 3M | -25.5% | -1.3% | -24.2% | -24.6% |
| 6M | -27.0% | +6.0% | -33.0% | -31.1% |
| YTD | -20.1% | +15.8% | -36.0% | -31.1% |
| 1Y | -11.0% | +21.1% | -32.1% | -26.9% |
| All | -11.0% | +21.7% | -32.7% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling