+26.6%
BA vs EW
+234.0%
-207.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | 0.0% | +9.3% | -9.2% | -3.4% |
| 30D | -8.9% | +22.1% | -31.0% | -15.9% |
| 3M | -25.5% | +13.0% | -38.5% | -29.3% |
| 6M | -27.0% | +30.1% | -57.0% | -34.5% |
| YTD | -20.1% | +22.0% | -42.2% | -27.1% |
| 1Y | -11.0% | +23.7% | -34.7% | -19.3% |
| 3Y | -11.8% | +62.0% | -73.8% | -34.1% |
| 5Y | -20.6% | -12.4% | -8.2% | -22.0% |
| 10Y | +26.6% | +236.1% | -209.4% | -21.8% |
| All | +26.6% | +234.0% | -207.4% | -21.8% |
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