+718.0%
EW vs BAH
+886.2%
-168.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | +1.0% | +2.0% | -1.0% | +0.5% |
| 3M | +2.8% | -7.6% | +10.4% | +4.2% |
| 6M | +5.5% | -5.7% | +11.2% | +5.9% |
| YTD | +5.5% | -11.7% | +17.2% | +6.4% |
| 1Y | +11.0% | -27.4% | +38.4% | +17.1% |
| 3Y | +17.7% | -32.5% | +50.2% | +20.7% |
| 5Y | -25.7% | -3.3% | -22.4% | -33.4% |
| 10Y | +132.8% | +186.0% | -53.2% | +54.8% |
| All | +718.0% | +886.2% | -168.2% | +302.9% |
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