+271.2%
EW vs BAH
+198.8%
+72.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +4.9% | +1.7% | +3.2% | +4.5% |
| 30D | +23.9% | +20.8% | +3.2% | +18.7% |
| 3M | +15.8% | +11.6% | +4.2% | +12.6% |
| 6M | +31.7% | +23.1% | +8.6% | +24.6% |
| YTD | +25.7% | +5.3% | +20.4% | +21.6% |
| 1Y | +24.4% | +6.1% | +18.3% | +19.8% |
| 3Y | +65.9% | -27.5% | +93.4% | +67.8% |
| 5Y | -7.6% | +6.2% | -13.8% | -22.2% |
| All | +271.2% | +198.8% | +72.5% | +122.6% |
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