+1,076.0%
BAH vs EFV
+198.1%
+877.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +20.4% | +2.0% | +18.3% | +19.2% |
| 3M | +11.9% | -1.6% | +13.5% | +12.6% |
| 6M | +17.1% | +5.8% | +11.4% | +13.8% |
| YTD | +5.5% | +15.6% | -10.1% | -2.5% |
| 1Y | +5.6% | +19.0% | -13.4% | -3.8% |
| 3Y | -26.5% | +90.7% | -117.2% | -47.5% |
| 5Y | +6.5% | +92.8% | -86.3% | -25.3% |
| 10Y | +203.0% | +160.5% | +42.5% | +76.5% |
| All | +1,076.0% | +198.1% | +877.9% | +523.8% |
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 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