+26.6%
BA vs DTE
+146.7%
-120.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | 0.0% | +3.5% | -3.5% | -2.3% |
| 30D | -8.9% | +9.5% | -18.5% | -14.5% |
| 3M | -25.5% | +2.5% | -28.1% | -27.0% |
| 6M | -27.0% | +0.6% | -27.5% | -27.9% |
| YTD | -20.1% | +10.5% | -30.6% | -26.4% |
| 1Y | -11.0% | +3.3% | -14.3% | -14.3% |
| 3Y | -11.8% | +56.3% | -68.1% | -39.4% |
| 5Y | -20.6% | +44.9% | -65.6% | -44.6% |
| 10Y | +26.6% | +149.2% | -122.5% | -31.5% |
| All | +26.6% | +146.7% | -120.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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