+68.2%
EFA vs BAH
-32.1%
+100.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.2% | -4.3% | +5.5% | +1.4% |
| 30D | -0.7% | -4.5% | +3.7% | -0.5% |
| 3M | +6.4% | -7.6% | +14.0% | +6.9% |
| 6M | +11.4% | -10.6% | +22.0% | +12.0% |
| YTD | +14.0% | -12.6% | +26.6% | +14.4% |
| 1Y | +20.2% | -27.0% | +47.2% | +22.4% |
| 3Y | +68.2% | -31.5% | +99.7% | +69.1% |
| All | +68.2% | -32.1% | +100.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling