+28.1%
BA vs EFX
+63.8%
-35.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.7% | -2.2% | +0.4% | -0.9% |
| 30D | -9.5% | +29.2% | -38.6% | -18.7% |
| 3M | -26.5% | +3.5% | -29.9% | -28.2% |
| 6M | -27.4% | +7.8% | -35.2% | -31.1% |
| YTD | -20.6% | -12.4% | -8.2% | -19.0% |
| 1Y | -11.4% | -8.2% | -3.2% | -11.6% |
| 3Y | -10.8% | +4.7% | -15.5% | -21.9% |
| 5Y | -21.9% | -32.0% | +10.1% | -17.3% |
| 10Y | +28.1% | +69.1% | -40.9% | -16.7% |
| All | +28.1% | +63.8% | -35.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling