+26.6%
BA vs BR
+271.1%
-244.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | 0.0% | +5.0% | -5.0% | -2.7% |
| 30D | -8.9% | +16.6% | -25.6% | -16.4% |
| 3M | -25.5% | +12.0% | -37.5% | -30.4% |
| 6M | -27.0% | +30.7% | -57.7% | -38.1% |
| YTD | -20.1% | -11.9% | -8.2% | -15.6% |
| 1Y | -11.0% | -11.6% | +0.6% | -6.3% |
| 3Y | -11.8% | +15.0% | -26.8% | -23.0% |
| 5Y | -20.6% | +18.1% | -38.8% | -33.7% |
| 10Y | +26.6% | +278.6% | -252.0% | -36.9% |
| All | +26.6% | +271.1% | -244.5% | -36.9% |
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