-35.2%
EFX vs BAH
-2.8%
-32.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.8% |
| 7D | -7.8% | -4.3% | -3.5% | -6.6% |
| 30D | -5.7% | -4.5% | -1.3% | -4.4% |
| 3M | +2.5% | -7.6% | +10.1% | +4.5% |
| 6M | -16.7% | -10.6% | -6.1% | -14.4% |
| YTD | -20.2% | -12.6% | -7.6% | -17.9% |
| 1Y | -31.4% | -27.0% | -4.4% | -26.5% |
| 3Y | -10.5% | -31.5% | +21.0% | -6.3% |
| 5Y | -35.2% | -3.8% | -31.4% | -40.2% |
| All | -35.2% | -2.8% | -32.4% | -40.2% |
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