+829.4%
EW vs BAH
+1,056.2%
-226.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.8% | +2.3% |
| 7D | +11.0% | -3.5% | +14.6% | +11.9% |
| 30D | +19.1% | +24.3% | -5.2% | +13.2% |
| 3M | +14.4% | +16.3% | -2.0% | +10.1% |
| 6M | +22.8% | +13.6% | +9.2% | +18.1% |
| YTD | +19.8% | +3.5% | +16.3% | +16.3% |
| 1Y | +23.9% | +2.7% | +21.2% | +20.2% |
| 3Y | +52.2% | -26.6% | +78.8% | +54.0% |
| 5Y | -13.9% | +8.5% | -22.4% | -24.6% |
| 10Y | +241.9% | +225.1% | +16.8% | +120.4% |
| All | +829.4% | +1,056.2% | -226.8% | +340.1% |
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