+72.3%
BA vs EFX
+40.1%
+32.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.5% |
| 7D | +2.5% | -7.8% | +10.3% | +5.7% |
| 30D | -10.1% | -5.7% | -4.4% | -8.3% |
| 3M | -2.4% | +2.5% | -4.9% | -4.7% |
| 6M | -8.8% | -16.7% | +7.9% | -3.5% |
| YTD | -2.9% | -20.2% | +17.2% | +3.4% |
| 1Y | -8.8% | -31.4% | +22.6% | +3.3% |
| 3Y | -0.3% | -10.5% | +10.2% | -6.0% |
| 5Y | -0.3% | -35.2% | +34.9% | +7.2% |
| 10Y | +72.3% | +40.2% | +32.2% | +21.8% |
| All | +72.3% | +40.1% | +32.3% | +21.8% |
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