+140.4%
EFA vs BAH
+207.1%
-66.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.7% | -1.6% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -2.2% | -2.9% | +0.7% | -1.8% |
| 3M | +5.7% | -1.3% | +7.0% | +5.5% |
| 6M | +8.2% | -0.9% | +9.1% | +7.6% |
| YTD | +11.8% | -8.2% | +20.0% | +11.9% |
| 1Y | +18.3% | -24.0% | +42.3% | +22.5% |
| 3Y | +64.9% | -28.1% | +93.0% | +66.5% |
| 5Y | +52.4% | +2.5% | +49.9% | +38.1% |
| All | +140.4% | +207.1% | -66.7% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling