+8.1%
BAH vs EFV
+93.3%
-85.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.8% |
| 3M | +11.4% | -1.2% | +12.7% | +11.8% |
| 6M | +17.7% | +5.6% | +12.0% | +15.4% |
| YTD | +5.4% | +15.8% | -10.5% | -0.6% |
| 1Y | +2.8% | +20.0% | -17.3% | -4.3% |
| 3Y | -26.7% | +91.0% | -117.6% | -42.6% |
| 5Y | +8.1% | +93.7% | -85.6% | -18.8% |
| All | +8.1% | +93.3% | -85.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling