-22.1%
BA vs EFV
+87.6%
-109.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +2.1% |
| 7D | +1.1% | -0.7% | +1.7% | +1.8% |
| 30D | -7.9% | +0.9% | -8.8% | -8.9% |
| 3M | -25.3% | -3.6% | -21.8% | -22.3% |
| 6M | -24.6% | +2.5% | -27.1% | -26.9% |
| YTD | -20.1% | +13.2% | -33.3% | -31.4% |
| 1Y | -11.8% | +20.3% | -32.1% | -29.5% |
| 3Y | -10.1% | +84.9% | -95.0% | -57.9% |
| All | -22.1% | +87.6% | -109.7% | -62.1% |
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