+510.9%
EFX vs BAH
+886.2%
-375.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.9% |
| 7D | -8.6% | -3.2% | -5.4% | -7.7% |
| 30D | +0.1% | +2.0% | -1.9% | -0.5% |
| 3M | +3.8% | -7.6% | +11.5% | +6.2% |
| 6M | -13.5% | -5.7% | -7.8% | -12.3% |
| YTD | -17.7% | -11.7% | -5.9% | -15.1% |
| 1Y | -25.6% | -27.4% | +1.8% | -19.1% |
| 3Y | -12.1% | -32.5% | +20.4% | -5.4% |
| 5Y | -33.8% | -3.3% | -30.5% | -37.7% |
| 10Y | +45.1% | +186.0% | -140.8% | +0.5% |
| All | +510.9% | +886.2% | -375.4% | +192.0% |
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