+6.1%
BAH vs EFV
+19.5%
-13.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | +20.8% | +2.9% | +17.9% | +20.6% |
| 3M | +11.6% | -1.4% | +13.0% | +11.6% |
| 6M | +23.1% | +5.5% | +17.6% | +23.0% |
| YTD | +5.3% | +16.1% | -10.8% | -3.0% |
| 1Y | +6.1% | +20.3% | -14.1% | -6.1% |
| All | +6.1% | +19.5% | -13.4% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling