-8.8%
BA vs EFV
+28.1%
-36.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +2.5% | +1.0% | +1.5% | +1.4% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -2.4% | +9.6% | -12.0% | -10.9% |
| 6M | -8.8% | +14.0% | -22.9% | -19.5% |
| YTD | -2.9% | +18.5% | -21.4% | -18.8% |
| 1Y | -8.8% | +27.9% | -36.7% | -29.3% |
| All | -8.8% | +28.1% | -36.9% | -29.3% |
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 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