-23.1%
BA vs ES
+5.0%
-28.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.0% |
| 7D | -0.1% | +5.9% | -6.0% | -1.4% |
| 30D | -9.1% | +10.2% | -19.3% | -11.2% |
| 3M | -28.2% | +0.4% | -28.6% | -28.3% |
| 6M | -23.1% | +6.9% | -30.0% | -24.5% |
| YTD | -20.6% | +10.5% | -31.1% | -22.6% |
| 1Y | -12.7% | +3.2% | -15.9% | -13.8% |
| 3Y | -11.6% | +49.0% | -60.6% | -22.2% |
| 5Y | -23.1% | +4.5% | -27.6% | -23.2% |
| All | -23.1% | +5.0% | -28.1% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling