+121.7%
EW vs BAH
+182.5%
-60.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.4% | -4.3% | -0.1% | -3.5% |
| 30D | -3.3% | -4.5% | +1.1% | -2.4% |
| 3M | +1.0% | -7.6% | +8.6% | +2.4% |
| 6M | +6.2% | -10.6% | +16.8% | +8.1% |
| YTD | +1.7% | -12.6% | +14.3% | +2.8% |
| 1Y | +8.1% | -27.0% | +35.1% | +14.0% |
| 3Y | +17.1% | -31.5% | +48.6% | +17.4% |
| 5Y | -29.4% | -3.8% | -25.5% | -40.0% |
| 10Y | +121.7% | +183.9% | -62.2% | +35.2% |
| All | +121.7% | +182.5% | -60.8% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling