-8.0%
BA vs ES
+16.6%
-24.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -11.6% | -2.0% | -9.7% | -11.3% |
| 3M | -2.4% | +1.7% | -4.1% | -2.7% |
| 6M | -6.6% | -3.5% | -3.1% | -6.2% |
| YTD | -2.2% | +7.9% | -10.1% | -3.4% |
| 1Y | -8.0% | +17.2% | -25.2% | -8.8% |
| All | -8.0% | +16.6% | -24.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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