+273.4%
BA vs EFV
+248.4%
+25.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -25.2% | -1.2% | -23.9% | -24.5% |
| 6M | -26.7% | +5.6% | -32.4% | -30.5% |
| YTD | -19.6% | +15.8% | -35.4% | -30.2% |
| 1Y | -10.6% | +20.0% | -30.6% | -24.9% |
| 3Y | -11.2% | +91.0% | -102.2% | -51.8% |
| 5Y | -20.4% | +93.7% | -114.1% | -56.6% |
| 10Y | +26.8% | +160.9% | -134.2% | -41.5% |
| All | +273.4% | +248.4% | +25.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling