+74.6%
BA vs BG
+160.3%
-85.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -11.3% | +10.3% | -21.7% | -15.0% |
| 3M | -3.8% | -1.9% | -1.9% | -4.0% |
| 6M | -8.3% | +5.2% | -13.5% | -11.8% |
| YTD | -4.9% | +41.2% | -46.1% | -19.7% |
| 1Y | -10.1% | +50.5% | -60.6% | -26.7% |
| 3Y | -2.3% | +19.9% | -22.2% | -14.3% |
| 5Y | -3.5% | +86.7% | -90.2% | -36.5% |
| 10Y | +74.6% | +167.5% | -92.9% | -18.3% |
| All | +74.6% | +160.3% | -85.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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