-27.4%
BAH vs EFV
+91.3%
-118.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | +18.0% | +3.1% | +14.9% | +17.0% |
| 3M | +11.4% | -1.2% | +12.7% | +11.8% |
| 6M | +17.7% | +5.6% | +12.0% | +15.7% |
| YTD | +5.4% | +15.8% | -10.5% | -0.6% |
| 1Y | +2.8% | +20.0% | -17.3% | -4.6% |
| All | -27.4% | +91.3% | -118.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling