+23.4%
BA vs B
+218.7%
-195.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -0.6% | -6.2% | +5.6% | +0.3% |
| 30D | -8.0% | -6.6% | -1.4% | -7.3% |
| 3M | -25.8% | -7.9% | -17.9% | -25.2% |
| 6M | -27.6% | -16.8% | -10.8% | -26.2% |
| YTD | -21.0% | -11.7% | -9.3% | -20.5% |
| 1Y | -12.3% | +3.5% | -15.7% | -13.6% |
| 3Y | -12.8% | +165.7% | -178.5% | -24.8% |
| 5Y | -22.4% | +108.4% | -130.8% | -32.0% |
| All | +23.4% | +218.7% | -195.3% | +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