+23.4%
BA vs EW
+249.9%
-226.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +4.9% | -5.5% | -2.4% |
| 30D | -8.0% | +24.1% | -32.1% | -15.6% |
| 3M | -25.8% | +13.7% | -39.5% | -29.7% |
| 6M | -27.6% | +32.7% | -60.3% | -35.6% |
| YTD | -21.0% | +24.1% | -45.1% | -28.3% |
| 1Y | -12.3% | +23.6% | -35.9% | -20.4% |
| 3Y | -12.8% | +64.8% | -77.5% | -35.3% |
| 5Y | -22.4% | -8.8% | -13.6% | -25.1% |
| All | +23.4% | +249.9% | -226.5% | -24.8% |
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