-10.8%
BA vs EFX
+4.0%
-14.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.7% | -2.2% | +0.4% | -1.3% |
| 30D | -9.5% | +29.2% | -38.6% | -13.9% |
| 3M | -26.5% | +3.5% | -29.9% | -27.2% |
| 6M | -27.4% | +7.8% | -35.2% | -29.0% |
| YTD | -20.6% | -12.4% | -8.2% | -19.4% |
| 1Y | -11.4% | -8.2% | -3.2% | -11.2% |
| 3Y | -10.8% | +4.7% | -15.5% | -12.3% |
| All | -10.8% | +4.0% | -14.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling