-10.1%
BA vs ECL
+78.2%
-88.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +1.1% | -0.8% | +1.8% | +1.4% |
| 30D | -7.9% | +8.1% | -16.0% | -10.9% |
| 3M | -25.3% | +6.4% | -31.7% | -27.3% |
| 6M | -24.6% | +14.8% | -39.3% | -28.9% |
| YTD | -20.1% | +15.5% | -35.6% | -25.0% |
| 1Y | -11.8% | +20.1% | -31.9% | -18.5% |
| 3Y | -10.1% | +77.8% | -87.9% | -22.1% |
| All | -10.1% | +78.2% | -88.3% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling