-10.6%
BA vs EFV
+20.5%
-31.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -0.5% |
| 30D | -7.9% | +3.1% | -11.0% | -10.5% |
| 3M | -25.2% | -1.2% | -23.9% | -24.3% |
| 6M | -26.7% | +5.6% | -32.4% | -30.7% |
| YTD | -19.6% | +15.8% | -35.4% | -30.8% |
| 1Y | -10.6% | +20.0% | -30.6% | -25.9% |
| All | -10.6% | +20.5% | -31.1% | -25.9% |
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