-0.9%
BA vs EFX
-33.8%
+32.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +2.6% |
| 7D | +1.2% | -8.6% | +9.8% | +3.7% |
| 30D | -11.6% | +0.1% | -11.7% | -11.9% |
| 3M | -2.4% | +3.8% | -6.2% | -4.3% |
| 6M | -6.6% | -13.5% | +6.9% | -3.6% |
| YTD | -2.2% | -17.7% | +15.4% | +1.8% |
| 1Y | -8.0% | -25.6% | +17.6% | -1.4% |
| 3Y | -5.0% | -12.1% | +7.1% | -8.8% |
| All | -0.9% | -33.8% | +32.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling