-26.4%
BA vs EFX
-30.1%
+3.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -7.1% | +25.1% | -32.2% | -13.1% |
| 3M | -25.5% | +1.7% | -27.2% | -26.3% |
| 6M | -28.7% | +18.4% | -47.1% | -33.1% |
| YTD | -21.0% | -12.5% | -8.5% | -19.4% |
| 1Y | -11.9% | -8.1% | -3.8% | -11.7% |
| 3Y | -16.2% | +4.8% | -20.9% | -25.0% |
| All | -26.4% | -30.1% | +3.7% | -26.1% |
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