+23.3%
BA vs B
+216.6%
-193.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -1.1% | -7.3% | +6.2% | -0.1% |
| 30D | -7.1% | -3.3% | -3.8% | -6.9% |
| 3M | -25.5% | -7.8% | -17.8% | -25.0% |
| 6M | -28.7% | -15.5% | -13.2% | -27.5% |
| YTD | -21.0% | -12.3% | -8.8% | -20.5% |
| 1Y | -11.9% | +5.4% | -17.2% | -13.4% |
| 3Y | -16.2% | +165.5% | -181.7% | -27.7% |
| 5Y | -22.4% | +107.0% | -129.4% | -32.0% |
| All | +23.3% | +216.6% | -193.2% | +3.4% |
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