+28.1%
BA vs D
+42.1%
-14.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -9.5% | +10.7% | -20.2% | -13.1% |
| 3M | -26.5% | +2.3% | -28.7% | -27.3% |
| 6M | -27.4% | +12.5% | -39.9% | -31.1% |
| YTD | -20.6% | +20.1% | -40.7% | -26.8% |
| 1Y | -11.4% | +15.6% | -27.0% | -17.2% |
| 3Y | -10.8% | +75.2% | -86.0% | -32.5% |
| 5Y | -21.9% | +14.6% | -36.5% | -28.6% |
| 10Y | +28.1% | +43.8% | -15.6% | +17.8% |
| All | +28.1% | +42.1% | -14.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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