+28.1%
BA vs B
+183.2%
-155.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | -1.7% | +11.3% | -13.0% | -3.2% |
| 30D | -9.5% | +2.9% | -12.4% | -9.9% |
| 3M | -26.5% | -2.9% | -23.6% | -26.4% |
| 6M | -27.4% | -1.2% | -26.2% | -27.7% |
| YTD | -20.6% | -1.3% | -19.3% | -21.3% |
| 1Y | -11.4% | +30.4% | -41.8% | -15.4% |
| 3Y | -10.8% | +195.3% | -206.1% | -24.0% |
| 5Y | -21.9% | +146.2% | -168.1% | -32.8% |
| 10Y | +28.1% | +200.5% | -172.3% | +5.6% |
| All | +28.1% | +183.2% | -155.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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