-30.7%
EFX vs BAH
+6.1%
-36.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +25.1% | +20.8% | +4.3% | +17.8% |
| 3M | +1.7% | +11.6% | -9.9% | -2.0% |
| 6M | +18.4% | +23.1% | -4.7% | +10.2% |
| YTD | -12.5% | +5.3% | -17.8% | -15.3% |
| 1Y | -8.1% | +6.1% | -14.2% | -11.4% |
| 3Y | +4.8% | -27.5% | +32.3% | +7.5% |
| All | -30.7% | +6.1% | -36.8% | -38.9% |
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