+883.7%
BAH vs EFV
+207.4%
+676.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -3.2% | +1.5% | -4.7% | -3.9% |
| 30D | +2.0% | +1.7% | +0.3% | +1.2% |
| 3M | -7.6% | +8.6% | -16.3% | -11.3% |
| 6M | -5.7% | +11.7% | -17.3% | -11.0% |
| YTD | -11.7% | +19.3% | -31.0% | -19.6% |
| 1Y | -27.4% | +30.2% | -57.6% | -36.7% |
| 3Y | -32.5% | +91.6% | -124.1% | -51.9% |
| 5Y | -3.3% | +96.4% | -99.7% | -32.8% |
| 10Y | +186.0% | +166.5% | +19.5% | +65.0% |
| All | +883.7% | +207.4% | +676.3% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling