-1.8%
BA vs EFV
+93.8%
-95.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | -0.4% |
| 30D | -11.6% | +1.7% | -13.4% | -13.2% |
| 3M | -2.4% | +8.6% | -11.0% | -10.3% |
| 6M | -6.6% | +11.7% | -18.3% | -16.5% |
| YTD | -2.2% | +19.3% | -21.5% | -18.7% |
| 1Y | -8.0% | +30.2% | -38.2% | -30.3% |
| All | -1.8% | +93.8% | -95.5% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling