+74.6%
BA vs BR
+185.2%
-110.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | -5.0% | +3.8% | +1.5% |
| 30D | -11.3% | -2.5% | -8.9% | -10.4% |
| 3M | -3.8% | +13.5% | -17.3% | -11.3% |
| 6M | -8.3% | -9.4% | +1.2% | -4.4% |
| YTD | -4.9% | -23.3% | +18.4% | +8.4% |
| 1Y | -10.1% | -31.6% | +21.5% | +9.7% |
| 3Y | -2.3% | -5.1% | +2.8% | -4.5% |
| 5Y | -3.5% | +8.2% | -11.7% | -15.8% |
| 10Y | +74.6% | +189.8% | -115.3% | +0.3% |
| All | +74.6% | +185.2% | -110.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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