+23.3%
BA vs ECL
+197.5%
-174.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.2% |
| 7D | -1.1% | +2.9% | -4.0% | -3.1% |
| 30D | -7.1% | +7.5% | -14.6% | -12.0% |
| 3M | -25.5% | +12.2% | -37.8% | -31.8% |
| 6M | -28.7% | +24.6% | -53.3% | -39.6% |
| YTD | -21.0% | +18.8% | -39.8% | -31.1% |
| 1Y | -11.9% | +19.3% | -31.2% | -23.6% |
| 3Y | -16.2% | +78.2% | -94.4% | -48.2% |
| 5Y | -22.4% | +38.8% | -61.2% | -42.3% |
| All | +23.3% | +197.5% | -174.2% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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