+202.5%
BAH vs EFV
+169.9%
+32.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.6% |
| 30D | -2.5% | +0.6% | -3.1% | -2.8% |
| 3M | -0.9% | +7.5% | -8.5% | -4.2% |
| 6M | +1.5% | +13.0% | -11.6% | -4.5% |
| YTD | -8.0% | +18.3% | -26.3% | -15.5% |
| 1Y | -24.7% | +26.7% | -51.5% | -33.2% |
| 3Y | -28.4% | +89.6% | -118.0% | -48.1% |
| 5Y | +2.8% | +98.2% | -95.4% | -27.9% |
| All | +202.5% | +169.9% | +32.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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