-0.9%
BA vs EFV
+96.9%
-97.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +1.5% | -0.3% | -0.6% |
| 30D | -11.6% | +1.7% | -13.4% | -13.4% |
| 3M | -2.4% | +8.6% | -11.0% | -11.3% |
| 6M | -6.6% | +11.7% | -18.3% | -17.7% |
| YTD | -2.2% | +19.3% | -21.5% | -20.7% |
| 1Y | -8.0% | +30.2% | -38.2% | -32.9% |
| 3Y | -5.0% | +91.6% | -96.6% | -57.0% |
| All | -0.9% | +96.9% | -97.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling