+53.4%
EFA vs BAH
-3.7%
+57.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.5% | -1.3% | +0.9% | -0.4% |
| 30D | -1.3% | -6.6% | +5.3% | -0.8% |
| 3M | +5.2% | -7.2% | +12.3% | +5.8% |
| 6M | +9.4% | -10.0% | +19.3% | +10.1% |
| YTD | +12.7% | -12.5% | +25.2% | +13.4% |
| 1Y | +19.3% | -27.9% | +47.2% | +22.6% |
| 3Y | +66.3% | -31.4% | +97.7% | +66.7% |
| 5Y | +53.4% | -3.2% | +56.6% | +45.3% |
| All | +53.4% | -3.7% | +57.0% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling