-12.3%
BA vs ECL
+17.4%
-29.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -8.0% | +6.6% | -14.6% | -10.7% |
| 3M | -25.8% | +9.6% | -35.4% | -29.0% |
| 6M | -27.6% | +21.6% | -49.2% | -34.0% |
| YTD | -21.0% | +16.9% | -37.9% | -26.0% |
| 1Y | -12.3% | +17.9% | -30.1% | -17.8% |
| All | -12.3% | +17.4% | -29.6% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling