+31.8%
BA vs EW
+236.3%
-204.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +1.1% | +11.0% | -9.9% | -3.0% |
| 30D | -7.9% | +19.1% | -27.0% | -14.1% |
| 3M | -25.3% | +14.4% | -39.7% | -29.4% |
| 6M | -24.6% | +22.8% | -47.4% | -30.9% |
| YTD | -20.1% | +19.8% | -39.9% | -26.5% |
| 1Y | -11.8% | +23.9% | -35.7% | -20.0% |
| 3Y | -10.1% | +52.2% | -62.4% | -30.9% |
| 5Y | -22.7% | -13.9% | -8.8% | -23.5% |
| All | +31.8% | +236.3% | -204.6% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling