-23.1%
BA vs D
+14.9%
-38.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -0.1% | +6.9% | -7.0% | -1.5% |
| 30D | -9.1% | +12.3% | -21.4% | -11.4% |
| 3M | -28.2% | +3.0% | -31.2% | -28.7% |
| 6M | -23.1% | +12.8% | -35.9% | -25.3% |
| YTD | -20.6% | +22.6% | -43.1% | -24.3% |
| 1Y | -12.7% | +21.7% | -34.4% | -16.8% |
| 3Y | -11.6% | +83.9% | -95.5% | -25.7% |
| 5Y | -23.1% | +14.0% | -37.1% | -24.1% |
| All | -23.1% | +14.9% | -38.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling