-31.5%
BAH vs EFV
+92.7%
-124.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -4.3% | +1.0% | -5.3% | -4.6% |
| 30D | -4.5% | +0.2% | -4.6% | -4.5% |
| 3M | -7.6% | +9.6% | -17.2% | -10.1% |
| 6M | -10.6% | +14.0% | -24.6% | -14.3% |
| YTD | -12.6% | +18.5% | -31.0% | -17.9% |
| 1Y | -27.0% | +27.9% | -54.9% | -33.6% |
| 3Y | -31.5% | +92.4% | -123.9% | -46.2% |
| All | -31.5% | +92.7% | -124.2% | -46.2% |
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