+544.4%
EFX vs BAH
+1,079.0%
-534.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -3.6% | -2.6% | -1.1% | -2.9% |
| 30D | +25.3% | +20.4% | +4.9% | +18.0% |
| 3M | +3.8% | +11.9% | -8.0% | -0.1% |
| 6M | +12.7% | +17.1% | -4.4% | +6.5% |
| YTD | -13.1% | +5.5% | -18.7% | -15.6% |
| 1Y | -9.3% | +5.6% | -14.9% | -12.1% |
| 3Y | +3.5% | -26.5% | +30.1% | +8.3% |
| 5Y | -30.6% | +6.5% | -37.1% | -36.7% |
| 10Y | +80.2% | +203.0% | -122.9% | +21.5% |
| All | +544.4% | +1,079.0% | -534.6% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling