+26.8%
BA vs BR
+280.7%
-253.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +1.9% | -3.3% | -2.5% |
| 30D | -7.9% | +15.9% | -23.8% | -15.2% |
| 3M | -25.2% | +13.7% | -38.8% | -30.7% |
| 6M | -26.7% | +31.0% | -57.7% | -38.0% |
| YTD | -19.6% | -12.0% | -7.6% | -15.0% |
| 1Y | -10.6% | -11.5% | +0.9% | -5.9% |
| 3Y | -11.2% | +14.9% | -26.2% | -22.5% |
| 5Y | -20.4% | +20.1% | -40.5% | -34.2% |
| 10Y | +26.8% | +278.9% | -252.2% | -36.8% |
| All | +26.8% | +280.7% | -253.9% | -36.8% |
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