-13.0%
EFX vs BAH
-31.4%
+18.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -9.4% | -1.3% | -8.0% | -9.0% |
| 30D | -6.9% | -6.6% | -0.3% | -4.9% |
| 3M | +0.1% | -7.2% | +7.3% | +1.8% |
| 6M | -17.3% | -10.0% | -7.3% | -15.4% |
| YTD | -21.8% | -12.5% | -9.4% | -19.8% |
| 1Y | -32.5% | -27.9% | -4.6% | -28.2% |
| All | -13.0% | -31.4% | +18.4% | -10.1% |
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