+73.5%
BA vs A
+247.9%
-174.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +1.2% | -1.9% | +3.1% | +2.1% |
| 30D | -11.6% | +6.9% | -18.5% | -14.8% |
| 3M | -2.4% | +9.2% | -11.6% | -7.2% |
| 6M | -6.6% | +25.7% | -32.3% | -18.5% |
| YTD | -2.2% | +11.5% | -13.8% | -9.5% |
| 1Y | -8.0% | +18.4% | -26.4% | -18.4% |
| 3Y | -5.0% | +26.6% | -31.6% | -22.7% |
| 5Y | -2.7% | -12.8% | +10.1% | -2.8% |
| All | +73.5% | +247.9% | -174.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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