-10.6%
BA vs EW
+19.7%
-30.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.5% |
| 7D | +5.9% | +8.3% | -2.4% | +4.8% |
| 30D | -8.2% | +13.9% | -22.1% | -9.7% |
| 3M | -25.4% | +10.9% | -36.3% | -26.3% |
| 6M | -20.0% | +19.2% | -39.3% | -21.4% |
| YTD | -18.5% | +16.6% | -35.0% | -19.0% |
| 1Y | -10.6% | +18.1% | -28.7% | -11.6% |
| All | -10.6% | +19.7% | -30.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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