-0.3%
BA vs BR
+9.8%
-10.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.2% |
| 7D | +2.5% | -5.9% | +8.4% | +4.9% |
| 30D | -10.1% | +1.9% | -12.0% | -11.1% |
| 3M | -2.4% | +14.7% | -17.1% | -8.4% |
| 6M | -8.8% | -12.8% | +3.9% | -3.8% |
| YTD | -2.9% | -23.0% | +20.1% | +8.1% |
| 1Y | -8.8% | -31.7% | +22.9% | +7.6% |
| 3Y | -0.3% | -4.8% | +4.5% | -1.4% |
| 5Y | -0.3% | +7.8% | -8.1% | -16.2% |
| All | -0.3% | +9.8% | -10.1% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling