+31.8%
BA vs B
+183.2%
-151.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | +9.6% | -8.5% | -0.2% |
| 30D | -7.9% | +3.5% | -11.4% | -8.5% |
| 3M | -25.3% | -1.6% | -23.7% | -25.4% |
| 6M | -24.6% | -1.7% | -22.9% | -24.9% |
| YTD | -20.1% | -5.3% | -14.8% | -20.4% |
| 1Y | -11.8% | +27.2% | -39.0% | -15.4% |
| 3Y | -10.1% | +166.1% | -176.2% | -22.4% |
| 5Y | -22.7% | +136.5% | -159.2% | -33.1% |
| All | +31.8% | +183.2% | -151.5% | +9.1% |
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