+31.1%
BA vs B
+181.7%
-150.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -0.1% | +4.3% | -4.4% | -0.7% |
| 30D | -9.1% | -0.9% | -8.2% | -9.1% |
| 3M | -28.2% | -1.4% | -26.8% | -28.3% |
| 6M | -23.1% | +5.0% | -28.1% | -24.1% |
| YTD | -20.6% | -5.8% | -14.7% | -20.7% |
| 1Y | -12.7% | +25.6% | -38.3% | -16.2% |
| 3Y | -11.6% | +161.6% | -173.2% | -23.5% |
| 5Y | -23.1% | +135.2% | -158.4% | -33.4% |
| All | +31.1% | +181.7% | -150.6% | +8.6% |
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